Sequential Shrinkage Estimation of Linear Regression Parameters

作     者：Nickerson, David M. 

作者机构：Department of Statistics University of Florida Department of Statistics University of Georgia Athens Georgia 30602 Gainesville Florida 32611 Georgia 

出 版 物：《Sequential Analysis》 (Sequential Anal.)

年 卷 期：1987年第6卷第2期

页      面：93-117页

学科分类：0202[经济学-应用经济学] 02[经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 0701[理学-数学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

主　　题：asymptotic risk expansion estimatoris Gauss-Markoff setup James -Stein least squares regression parameters sequential estimation submaritingales 

摘      要：The paper considers estimation of p(3) linear regression parameters (including the mean) under sequential sampling in a Gauss-Markoff setup. A class of James-Stein estimators that dominates the least squares estimator is developed, and an asymptotic risk expansion is given for both the least squares and James-Stein estimators. © 1987, Taylor & Francis Group, LLC. All rights reserved.