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

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

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

Publication date: 17 August 1995

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

zbMATH Keywords

shrinkage estimatorrestricted estimatorpreliminary test estimatorrisk efficiency analysis

Mathematics Subject Classification ID

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

Related Items (14)

Stmultaneous estimation of survivor functions in exponential lifetme models ⋮ Construction of improved estimators of multinomial proportions ⋮ Improved estimation in a multivariate regression model ⋮ Shrinkage estimation of the proportion in randomized response ⋮ An application of shrinkage estimation to the nonlinear regression model ⋮ Unnamed Item ⋮ Biased estimation in a simple multivariate regression model ⋮ Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model ⋮ Improved nonparametric estimation of location vectors in multivariate regression models ⋮ Some Convergence Properties for Weighted Sums of Martingale Difference Random Vectors ⋮ Improved pretest nonparametric estimation in a multivariate regression model ⋮ Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments ⋮ Improved biased estimation in an ANOVA model ⋮ Simultaneous estimation of coefficients of variation

Cites Work

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• 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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