A modified generalized mixed regression estimator when disturbances are nonnormal

DOI10.1007/S00362-003-0148-9MaRDI QIDQ1402950zbMATH OpenOpenAlexFDO

Authors Sanjay Verma, R. Karan Singh

Publication date 31 August 2003

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-003-0148-9

zbMATH Keywords

incomplete prior informationrisk and efficiencysmall-\(\sigma\) asymptotics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

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• Comparison of k-Class Estimators When the Disturbances Are Small
• Estimation of restricted regression model when disturbances are not necessarily normal
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• Properties of the mixed regression estimator when disturbances are not necessarily normal
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Cited in

(8)

• Properties of the mixed regression estimator when disturbances are not necessarily normal
• A generalized class of mixed estimators in linear regression model
• Estimation of restricted regression model when disturbances are not necessarily normal
• A generalized ridge-cum-Stein-rule estimator in linear regression when disturbances are non-normal
• A synthesis of stein-rule and mixed regression procedures inlinear regression models under non-normality
• Generalized mixed estimator for nonlinear models: a maximum likelihood approach
• scientific article; zbMATH DE number 2147803 (Why is no real title available?)
• A generalized class of shrinkage estimators in linear regression when disturbances are not normal

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