Improved estimation in multiple linear regression models with measurement error and general constraint
DOI10.1016/J.JMVA.2008.08.003zbMATH Open1169.62063DBLPjournals/ma/LiangS09OpenAlexW2089383408WikidataQ37146732 ScholiaQ37146732MaRDI QIDQ1002354FDOQ1002354
Publication date: 25 February 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc2663964
risk functionpreliminary test estimatorasymptotic distributional quadratic biasasymptotic distributional quadratic riskattenuation-correction estimatorJames-Stein-type estimatorpositive rule Stein type estimator
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)
Cites Work
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- Characterization of prior distributions and solution to a compound decision problem
Cited In (10)
- Variable selection in linear measurement error models via penalized score functions
- Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model
- Estimation and inference in semi-functional partially linear measurement error models
- Bounding parameters in a linear regression model with a mismeasured regressor using additional information
- Application of shrinkage estimation in linear regression models with autoregressive errors
- Estimation in linear mixed models for longitudinal data under linear restricted conditions
- Improved estimation in elliptical linear mixed measurement error models
- On Liu-type biased estimators in measurement error models
- Improved estimation of regression parameters in measurement error models
- Restricted Stein-rule estimation in ultrastructural linear measurement error models
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