Performance of the 2shi Estimator Under the Generalised Pitman Nearness Criterion

The paper considers an extension of Tran Van Hoa's family of 2SHI (two stage hierarchical information) estimators for the coefficient vector of a linear regression model and derives the conditions for the dominance of the 2SHI estimator over the OLS and Stein rule estimators under a Generalized Pitman Nearness (GPN) criterion when the disturbance variable is small.