Estimation strategies for the intercept vector in a simple linear multivariate normal regression model

DOI10.1016/0167-9473(90)90001-XzbMath0825.62570MaRDI QIDQ1896072

A. K. Md. Ehsanes Saleh, S. Ejaz Ahmed

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

shrinkage estimator; restricted estimator; preliminary test estimator; risk efficiency analysis

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

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Cites Work

• Nonparametric estimation of location parameter after a preliminary test on regression
• Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case
• Inference based on conditional speclfication
• Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
• Estimation of Intercept in a Linear Regression Model with One Dependent Variable after a Preliminary Test on the Regression Coefficient
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
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