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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/20702


    Title: An Improved Method of Predicting the Future: A Result on Improving the Stein-Rule Shrinkage Estimators of Regression Coefficients
    Authors: Chang, Ching-Hui;Pal, Nabendu;Lin, Jyh-Jiuan;Lin, Jyh-Horng
    Contributors: 淡江大學統計學系;淡江大學國際企業學系
    Keywords: Quadratic loss;risk function;shrinkage estimation
    Date: 1997-05-01
    Issue Date: 2009-11-30 12:57:05 (UTC+8)
    Publisher: 臺北縣:淡江大學未來學研究所
    Abstract: 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.
    Relation: Journal of futures studies=未來研究叢刊 1(2), pp.51-62
    Appears in Collections:[統計學系暨研究所] 期刊論文
    [國際企業學系暨研究所] 期刊論文

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