Pre-test estimation and design in the linear model

DOI10.1016/0378-3758(96)00115-2MaRDI QIDQ1918232zbMATH OpenOpenAlexFDO

Authors Norbert Benda

Publication date 27 October 1996

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(96)00115-2

zbMATH Keywords

linear modelD-optimalitycontinuous designquadratic losspolynomial regressionisotonic criterion function of the asymptotic risk matrixpre-test estimation functionrobust method against model deviation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

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Cites work

• scientific article; zbMATH DE number 3986462 (Why is no real title available?)
• scientific article; zbMATH DE number 44731 (Why is no real title available?)
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• scientific article; zbMATH DE number 3246461 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• A study of the equivalence between a gauss-markoff model and its augmentation by nuisance parameters
• Contamination in linear regression models and its influence on estimators
• Duality of optimal designs for model discrimination and parameter estimation
• Pre-testing in a mis-specified regression model
• Robust estimation of the mean of the exponential distribution in outlier situations
• The Statistical Consequences of Preliminary Test Estimators in Regression
• The design of experiments for discriminating between two rival models

Cited in

(15)

• Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror
• Performance of the Stein-type two-parameter estimator in multiple linear regression model
• Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
• Preliminary test almost unbiased two-parameter estimators with Student's \(t\) errors and conflicting test statistics
• Preliminary test estimators induced by three large sample tests for stochastic constraints in a regression model with multivariate Student-\(t\) error
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• On Liu-type biased estimators in measurement error models
• Preliminary test estimation in two-parameter exponential model under progressively type-II censoring
• A two-stage strategy for the construction of d-optimal experimental designs
• On shrinkage estimators in matrix variate elliptical models
• Improved ridge regression estimators for the logistic regression model
• Optimum Critical Value for Pre-Test Estimator
• Preliminary test estimation of the parameters of exponential and Pareto distributions for censored samples
• On some ridge regression estimators: a nonparametric approach
• On preliminary test almost unbiased two-parameter estimator in linear regression model with Student's \(t\) errors

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