Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/31089
Authors: 
Shalabh
Toutenburg, Helge
Heumann, Christian
Year of Publication: 
2006
Series/Report no.: 
Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 495
Abstract: 
This paper presents a general loss function under quadratic loss structure and discusses the comparison of risk functions associated with the unbiased least squares and biased Stein-rule estimators of the coefficients in a linear regression model.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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