Estimation of parameters of parallelism model with elliptically distributed errors
From MaRDI portal
Recommendations
- Stein estimation under elliptical distributions
- Regression model with elliptically contoured errors
- Simple regression in view of elliptical models
- Improved estimation of regression parameters when the two regression lines are parallel
- On mathematical characteristics of some improved estimators of the mean and variance components in elliptically contoured models
Cites work
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- Estimation and decision for linear systems with elliptical random processes
- scientific article; zbMATH DE number 417563 (Why is no real title available?)
- scientific article; zbMATH DE number 3936215 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 3614055 (Why is no real title available?)
- scientific article; zbMATH DE number 2063714 (Why is no real title available?)
- scientific article; zbMATH DE number 954498 (Why is no real title available?)
- Improved estimation of regression parameters when the two regression lines are parallel
- Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
- On least squares estimation of intercepts after a preliminary test on parallelism of regression lines
- On the Robustness of LM, LR, and W Tests in Regression Models
- Predictivistic characterizations of multivariate Student-\(t\) models
- Shrinkage estimation of the slope parameters of two parallel regression lines under uncertain prior information
- Stein estimation under elliptical distributions
- Stein-type improvement under stochastic constraints: use of multivariate Student-t model in regression
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
Cited in
(18)- Stein estimation under elliptical distributions
- Shrinkage ridge estimators in semiparametric regression models
- On shrinkage estimators in matrix variate elliptical models
- Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
- Bayesian statistical inference for Laplacian class of matrix variate elliptically contoured models
- Regression model with elliptically contoured errors
- Ridge Estimation under the Stochastic Restriction
- On singular elliptical models
- A note on Stein-type shrinkage estimator in partial linear models
- Simple regression in view of elliptical models
- Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors
- Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data
- Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors
- Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors
- Idea of constructing an image of Bayes action
- Shrinkage ridge estimators in linear regression
- A legacy in statistics: the life and contributions of Professor A. K. Md. Ehsanes Saleh
This page was built for publication: Estimation of parameters of parallelism model with elliptically distributed errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2655283)
