Further results on the two-stage hierarchial information (2SHI) estimators in the linear regression models

Authors

Tran Van Hoa, University of WollongongFollow
A Chaturvedi, University fo Allahabad

Publication Date

1990

Recommended Citation

Hoa, Tran Van and Chaturvedi, A, Further results on the two-stage hierarchial information (2SHI) estimators in the linear regression models, Department of Economics, University of Wollongong, Working Paper 90-9, 1990, 8.
https://ro.uow.edu.au/commwkpapers/324

Abstract

The paper provides proofs of further important results of the dominance in quadratic loss of the 2SHI (also known as two-stage or double Stein) estimators over the usual Stein estimators in the linear regression models.