Preliminary test and Stein estimations in simultaneous linear equations

DOI10.1016/j.laa.2011.07.036zbMath1232.62084OpenAlexW2082662840MaRDI QIDQ665940

Mohammad Arashi

Publication date: 7 March 2012

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2011.07.036

zbMATH Keywords

elliptically contoured distributionbalanced loss functionseemingly unrelated regressionpositive-rule shrinkage estimatorpreliminary testestimatorStein-type shrinkage estimatorstochastic constraints

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

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• Estimation and decision for linear systems with elliptical random processes
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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