Improved estimation in a multivariate regression model

DOI10.1016/0167-9473(94)90147-3MaRDI QIDQ1361508zbMATH OpenOpenAlexFDO

Authors S. Ejaz Ahmed

Publication date 31 August 1997

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

Full work available at URL https://doi.org/10.1016/0167-9473(94)90147-3

zbMATH Keywords

bias and risk functionmultivariate normal regression modelrisk relative efficiencyshrinkage preliminary test estimatorsize of the tests

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cites work

• 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
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3571320 (Why is no real title available?)
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• Inference based on conditional speclfication
• Pre-Test Estimation of Simple Linear Regression Model Using Prior Knowledge of One of the Parameters

Cited in

(19)

• On multivariate regression estimation
• Improving the estimation precision for a selected parameter in multiple regression analysis: An algebraic approach
• Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
• An application of shrinkage estimation to the nonlinear regression model
• Holistic inferential approach for restricted parameters in multivariate regression with continuous responses: a Monte Carlo experiment
• Improved estimation in regression with varying penalty
• Improved multivariate prediction under a general linear model
• Positive-shrinkage and pretest estimation in multiple regression: a Monte Carlo study with applications
• An improved estimation in regression parameter matrix in multivariate regression model
• Improved nonparametric estimation of location vectors in multivariate regression models
• Improved pretest nonparametric estimation in a multivariate regression model
• Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
• scientific article; zbMATH DE number 1156819 (Why is no real title available?)
• Improved Estimation of Coefficient Vector in a Regression Model
• MORE ON THE PRE-TEST ESTIMATOR IN RIDGE REGRESSION
• Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression
• Shrinkage estimation applied to a semi-nonparametric regression model
• Biased estimation in a simple multivariate regression model
• Inference concerning quantile for left truncated and right censored data

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