On shrinkage least squares estimation in a parallelism problem

DOI10.1080/03610928608829195MaRDI QIDQ3750832zbMATH OpenOpenAlexFDO

Authors Pranab K. Sen, A. K. Md. Ehsanes Saleh

Publication date 1986

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

Full work available at URL https://doi.org/10.1080/03610928608829195

zbMATH Keywords

asymptotic distributional riskhomogeneityinadmissibilityinterceptsJames-Stein rulemulti-sample simple regression modelparallelism problempreliminary test estimationpreliminary test estimatorsregression slopesshrinkage least squares estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• Estimation with quadratic loss.
• scientific article; zbMATH DE number 3812757 (Why is no real title available?)
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case
• On a Class of Rank Order Tests for the Parallelism of Several Regression Lines
• On least squares estimation of intercepts after a preliminary test on parallelism of regression lines
• On some shrinkage estimators of multivariate location
• Robust Statistical Procedures in Problems of Linear Regression with Special Reference to Quantitative Bio-Assays, I

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• Improved nonparametric estimation of location vectors in multivariate regression models
• Parameter Estimation when Various Models are Available
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• Shrinkage Estimators of Intercept Parameters of Two Simple Regression Models with Suspected Equal Slopes
• A legacy in statistics: the life and contributions of Professor A. K. Md. Ehsanes Saleh
• Preliminary test estimators and phi-divergence measures in generalized linear models with binary data

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