A. K. Md. Ehsanes Saleh

From MaRDI portal
Person:354217

Available identifiers

zbMath Open saleh.a-k-md-ehsanesWikidataQ102252132 ScholiaQ102252132MaRDI QIDQ354217

List of research outcomes

PublicationDate of PublicationType
Rank‐Based Methods for Shrinkage and Selection2022-03-04Paper
Simultaneous estimation of several CDF’s: homogeneity constraint2021-10-28Paper
Estimating odds-ratio: Homogeneity constraints2020-09-29Paper
Rank theory approach to ridge, LASSO, preliminary test and Stein‐type estimators: A comparative study2020-04-24Paper
Nonparametric estimation of regression parameters in measurement error models2019-07-12Paper
Theory of Ridge Regression Estimation with Applications2019-03-20Paper
Rank theory approach to ridge, LASSO, preliminary test and Stein-type estimators: Comparative study2019-03-01Paper
New estimators of distribution functions2016-07-15Paper
Aligned rank tests in measurement error model.2016-04-01Paper
Ridge Autoregression Estimation: LS Method2016-03-11Paper
An Introduction to Probability and Statistics2015-10-01Paper
Improved ridge regression estimators for the logistic regression model2015-03-03Paper
https://portal.mardi4nfdi.de/entity/Q51721112015-02-12Paper
Ridge Autoregression R-Estimation: Subspace Restriction2014-07-02Paper
Rank tests and regression rank score tests in measurement error models2014-04-14Paper
Methods of moments estimation in finite mixtures2013-07-18Paper
Corrections and complements to: Preliminary test estimation of the parameters of exponential and Pareto distributions for censored samples2013-02-19Paper
Preliminary test estimation of the parameters of exponential and Pareto distributions for censored samples2012-09-23Paper
Improving the estimators of the parameters of a probit regression model: a ridge regression approach2012-07-16Paper
R-estimation of the parameters of a multiple regression model with measurement errors2012-06-13Paper
Estimation of the Mean Vector of a Multivariate Elliptically Contoured Distribution2012-01-26Paper
On some ridge regression estimators: a nonparametric approach2011-12-21Paper
https://portal.mardi4nfdi.de/entity/Q35804212010-08-12Paper
Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError2008-10-28Paper
Quasi-Empirical Bayes Methods of Estimation in Arma (p, q) Models with Vague Prior Information on MA(q)12008-02-15Paper
https://portal.mardi4nfdi.de/entity/Q54391892008-02-08Paper
Asymptotic Expansion of the Coverage Probability of James–Stein Estimators2008-01-30Paper
https://portal.mardi4nfdi.de/entity/Q53085122007-09-28Paper
https://portal.mardi4nfdi.de/entity/Q34340922007-04-23Paper
Robust estimation for the parameters of multiple-design multivariate linear models under general restriction2007-04-16Paper
L1Estimation of the median of a survey population2007-04-16Paper
Joint estimation and tests of hypothesis of regression and scale parameters in a simple linear model with cauchy errors based on a few regression quantiles2007-04-16Paper
Optimum Critical Value for Pre-Test Estimator2006-08-10Paper
Theory of Preliminary Test and Stein‐Type Estimation With Applications2006-05-24Paper
Pooling multivariate data under W, LR and LM tests2006-03-28Paper
https://portal.mardi4nfdi.de/entity/Q33760082006-03-17Paper
Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information2006-03-09Paper
Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics2006-01-31Paper
Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis2005-11-14Paper
Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators2003-11-04Paper
On the comparison of the pre-test and shrinkage estimators for the univariate normal mean2003-03-18Paper
Improved nonparametric estimation of location vectors in multivariate regression models2001-01-30Paper
https://portal.mardi4nfdi.de/entity/Q45267812001-01-28Paper
ESTIMATION OF REGRESSION COEFFICIENTS IN AN EXPONENTIAL REGRESSION MODEL WITH CENSORED OBSERVATIONS2000-04-27Paper
Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss2000-04-27Paper
https://portal.mardi4nfdi.de/entity/Q43564091999-12-14Paper
https://portal.mardi4nfdi.de/entity/Q42148381998-11-18Paper
Comparison of estimators of means based on p-samples from multivariate student-t population1998-05-25Paper
https://portal.mardi4nfdi.de/entity/Q48919501997-11-11Paper
Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors1997-09-18Paper
Estimation of multinomial probabilities under a model constraint1996-12-08Paper
Autoregression quantiles and related rank-scores processes1996-10-28Paper
https://portal.mardi4nfdi.de/entity/Q48555751996-02-13Paper
https://portal.mardi4nfdi.de/entity/Q48514821995-11-28Paper
https://portal.mardi4nfdi.de/entity/Q48514831995-11-28Paper
https://portal.mardi4nfdi.de/entity/Q48399311995-11-01Paper
Estimation strategies for the intercept vector in a simple linear multivariate normal regression model1995-08-17Paper
Two-stage point estimation with a shrinkage stopping rule1994-10-30Paper
Comparison of location parameters of two exponential distributions when scale parameters are different and unknown1994-06-30Paper
https://portal.mardi4nfdi.de/entity/Q42777071994-02-07Paper
Performance of some new preliminary test ridge regression estimators and their properties1994-01-31Paper
\(R\)-estimation of the parameters of autoregressive [AR(\(p\)) models]1993-08-23Paper
https://portal.mardi4nfdi.de/entity/Q46973161993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q40210241993-01-17Paper
https://portal.mardi4nfdi.de/entity/Q40216621993-01-16Paper
https://portal.mardi4nfdi.de/entity/Q40149471992-10-27Paper
Improving on MLE of coefficient matrix in a growth curve model1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q39876711992-06-28Paper
Estimation of the mean vector of a multivariate normal distribution under symmetry1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q33622511992-01-01Paper
Estimating survivor function using optimally selected order statistics1991-01-01Paper
Robustified version of Stein's multivariate location estimation1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34892181990-01-01Paper
Improved Estimation in a Contingency Table: Independence Structure1989-01-01Paper
The Stein paradox in the sense of the Pitman measure of closeness1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32013841989-01-01Paper
Pooling multivariate data1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34700101989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38288771989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47332251988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33550961988-01-01Paper
Estimation of parameters of location-scale family of distributions in complete and type ii censored samples1988-01-01Paper
A class of distributions connected to order statistics with nonintegral sample size1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38115521988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47205471987-01-01Paper
Relative performance of stein-rule and preliminary test estimators in linear models least squares theory1987-01-01Paper
On a Mixed‐Type Randomized Rule for Selecting Superior Binomial Models1987-01-01Paper
On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators1987-01-01Paper
On preliminary test and shrinkage M-estimation in linear models1987-01-01Paper
Estimation and testing of quantiles of the extreme-value distribution1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30280971986-01-01Paper
Small Sample Quantile Estimation of the Normal Distribution Using Optimal Order Statistics1986-01-01Paper
Best Linear Unbiased Estimators for Normal Distribution Quantiles for Sample Sizes up to 201986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37466811986-01-01Paper
On shrinkage r-estimation in a multiple regression model1986-01-01Paper
On shrinkage least squares estimation in a parallelism problem1986-01-01Paper
On shrinkage m-estimators of location parameters1985-01-01Paper
On some shrinkage estimators of multivariate location1985-01-01Paper
Optimum spacings for the joint estimation and tests of hypothesis of location and scale parameters of the cauchy distribution1985-01-01Paper
Asymptotic relative efficiency of some joint-tests for location and scale parameters based on selected order statistics1985-01-01Paper
On least squares estimation of intercepts after a preliminary test on parallelism of regression lines1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37071231985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37096771985-01-01Paper
Tests of homogeneity of intercepts after a preliminary test1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37114661985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37349011985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36963341984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37308141984-01-01Paper
Quantile Estimates in Complete and Censored Samples From Extreme-Value and Weibull Distributions1984-01-01Paper
Estimating the quantile function of a location-scale family of distributions based on few selected order statistics1983-01-01Paper
Simplified estimation of the parameters of exponential distribution from samples censored in the middle1983-01-01Paper
Nonparametric tests of location after a preliminary test on regression in the multivariate case1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36926171983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47473911982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33114851982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33131281982-01-01Paper
Nonparametric tests for location after a Preliminary test on regression1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39593011982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39623301982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39142311981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39321451981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39383511981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39406531981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39422231981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39453821981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39484611981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39638671981-01-01Paper
Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case1979-01-01Paper
Nonparametric estimation of location parameter after a preliminary test on regression1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30512321978-01-01Paper
On a further generalization of the savage test1977-01-01Paper
Hodges-Lehmann estimate of the location parameter in censored samples1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41602481976-01-01Paper
The effect of truncation on the size of thet-test1975-01-01Paper
On fitting exponential regressions1975-01-01Paper
Exact first and second order moments of order statistics from the truncated exponential distribution1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47684511974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40424541974-01-01Paper
Estimation of Intercept in a Linear Regression Model with One Dependent Variable after a Preliminary Test on the Regression Coefficient1972-01-01Paper
Optimum allocation of quantiles in disjoint intervals for the blues of the parameters of exponential distribution when the sample is censored in the middle1970-01-01Paper
Statistical inference for models with multivariate \(t\)-distributed errors0001-01-03Paper

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