Improved pretest nonparametric estimation in a multivariate regression model

DOI10.1080/03610929808832234MaRDI QIDQ4216795zbMATH OpenOpenAlexFDO

Authors S. Ejaz Ahmed

Publication date 20 November 2000

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929808832234

zbMATH Keywords

asymptoticspretestrank order

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

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Cites work

• Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• Improved estimation in a multivariate regression model
• Inference based on conditional speclfication
• 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 Biases in Estimation Due to the Use of Preliminary Tests of Significance

Cited in

(6)

• Prequential and cross-validated regression estimation
• Improving the estimation precision for a selected parameter in multiple regression analysis: An algebraic approach
• Improved estimation in a multivariate regression model
• Optimal pre-test estimators in regression
• Improved nonparametric estimation of location vectors in multivariate regression models
• Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses

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