Estimation of parameters of parallelism model with elliptically distributed errors

DOI10.1007/S00184-008-0203-6zbMath1179.62077OpenAlexW2089256781MaRDI QIDQ2655283

Yanyan Li

Publication date: 25 January 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-008-0203-6

zbMATH Keywords

inverse Laplace transformelliptically contoured distributionsigned measurepreliminary test estimatorpositive-rule shrinkage estimatorStein-type shrinkage estimatorweighted quadratic loss functionparallelism model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (14)

Ridge Estimation under the Stochastic Restriction ⋮ Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data ⋮ Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data ⋮ Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors ⋮ Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model ⋮ On singular elliptical models ⋮ Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors ⋮ Shrinkage Ridge Estimators in Linear Regression ⋮ Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors ⋮ On shrinkage estimators in matrix variate elliptical models ⋮ Idea of constructing an image of Bayes action ⋮ Shrinkage ridge estimators in semiparametric regression models ⋮ Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models ⋮ A note on Stein-type shrinkage estimator in partial linear models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
• Stein estimation under elliptical distributions
• Predictivistic characterizations of multivariate Student-\(t\) models
• On the Robustness of LM, LR, and W Tests in Regression Models
• On least squares estimation of intercepts after a preliminary test on parallelism of regression lines
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Estimation and decision for linear systems with elliptical random processes

This page was built for publication: Estimation of parameters of parallelism model with elliptically distributed errors