期刊論文
| 學年 | 85 |
|---|---|
| 學期 | 2 |
| 出版（發表）日期 | 1997-05-01 |
| 作品名稱 | An Improved Method of Predicting the Future: A Result on Improving the Stein-Rule Shrinkage Estimators of Regression Coefficients |
| 作品名稱（其他語言） | |
| 著者 | Chang, Ching-Hui; Pal, Nabendu; Lin, Jyh-Jiuan; Lin, Jyh-Horng |
| 單位 | 淡江大學統計學系; 淡江大學國際企業學系 |
| 出版者 | 臺北縣：淡江大學未來學研究所 |
| 著錄名稱、卷期、頁數 | Journal of futures studies=未來研究叢刊 1(2), pp.51-62 |
| 摘要 | A major use of linear regression models is to predict the future. An improved shrinkage estimator of the regression coefficients leads to a better of the dependent (response) variable in terms of lower Prediction mean squared error. Therefore, in this paper we consider the Problem of improved estimation of the unknown coefficients of a linear Regression model under usual normality assumption. It is well known that the ordinary least squares (OLS) estimator of the regression coefficients can be dominated by the Stein-rule estimators which are again dominated by their "Positive-part" versions. In this paper we show that the estimators can be dominated by a new type of estimators which are quite different from the "positive-part" estimators. |
| 關鍵字 | Quadratic loss; risk function; shrinkage estimation |
| 語言 | en |
| ISSN | 1027-6084 |
| 期刊性質 | 國內 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | |
| 國別 | TWN |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/20702 ) |