Abstract
A family of estimators which dominate the maximum likelihood estimators of regression coefficients is given when the dependent variable and (3 or more) independent variables have a joint normal distribution.
Citation
Y. Takada. "A Family of Minimax Estimators in Some Multiple Regression Problems." Ann. Statist. 7 (5) 1144 - 1147, September, 1979. https://doi.org/10.1214/aos/1176344798
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