Double \(k\)-class estimators in regression models with non-spherical disturbances

DOI10.1006/jmva.2000.1963zbMath0986.62055MaRDI QIDQ5960849

Anoop Chaturvedi, Alan T. K. Wan

Publication date: 10 June 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2000.1963

zbMATH Keywords

tables; mean squared error; bias; risk; dominance; large sample asymptotics; quadratic loss

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

65C05: Monte Carlo methods

Related Items

SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS, Goodness of fit for generalized shrinkage estimation, Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances, Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses, Shrinkage estimation in spatial autoregressive model, Robustness of Stein-type estimators under a non-scalar error covariance structure, Improved multivariate prediction in a general linear model with an unknown error covariance matrix., Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function

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