On preliminary test and shrinkage M-estimation in linear models
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Publication:1099909
DOI10.1214/aos/1176350611zbMath0639.62046MaRDI QIDQ1099909
Pranab Kumar Sen, A. K. Md. Ehsanes Saleh
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350611
robustness; linear model; M-estimators; local alternatives; preliminary test estimators; restricted; efficiency comparison; Asymptotic normality; asymptotic risk-efficiency; shrinkage M- estimators; unrestricted
62H12: Estimation in multivariate analysis
62G05: Nonparametric estimation
62J99: Linear inference, regression
62F35: Robustness and adaptive procedures (parametric inference)
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