Biased estimation in a simple multivariate regression model

DOI10.1016/S0167-9473(03)00088-4MaRDI QIDQ956870zbMATH OpenOpenAlexFDO

Authors S. Ejaz Ahmed, Wojtek J. Krzanowski

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(03)00088-4

zbMATH Keywords

multivariate normal regression modelquadratic bias and quadratic risk functionsStein-type and preliminary test estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cites work

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• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• Estimation of Intercept in a Linear Regression Model with One Dependent Variable after a Preliminary Test on the Regression Coefficient
• Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
• Improved estimation in a multivariate regression model
• Improving on MLE of coefficient matrix in a growth curve model
• Inference based on conditional speclfication
• Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix
• Minimax estimators in the normal MANOVA model
• Nonparametric estimation of location parameter after a preliminary test on regression
• Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case
• On estimation of a matrix of normal means with unknown covariance matrix
• Pre-Test Estimation of Simple Linear Regression Model Using Prior Knowledge of One of the Parameters

Cited in

(18)

• Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
• Shrinkage estimation in replicated median ranked set sampling
• Shrinkage estimation in general linear models
• Estimating and testing effect size from an arbitrary population
• Stabilizing the performance of kurtosis estimator of multivariate data
• Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
• Performances of the positive-rule Stein-type ridge estimator in a linear regression model with spherically symmetric error distributions
• Bias corrected estimates in multivariate student t regression models
• scientific article; zbMATH DE number 3917521 (Why is no real title available?)
• Shrinkage estimation for the regression parameter matrix in multivariate regression model
• Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite \(r\)th moments
• Shrinkage estimation applied to a semi-nonparametric regression model
• Some Convergence Properties for Weighted Sums of Martingale Difference Random Vectors
• An application of shrinkage estimation to the nonlinear regression model
• Stein-type estimation using ranked set sampling
• A class of general pretest estimators for the univariate normal mean
• Data-based adaptive estimation in an investment model
• An improved estimation in regression parameter matrix in multivariate regression model

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