Constrained estimation and some useful results in several multivariate models

DOI10.1016/J.STAMET.2011.09.002zbMath1365.62488OpenAlexW2073467576MaRDI QIDQ2360888

Sévérien Nkurunziza

Publication date: 29 June 2017

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2011.09.002

zbMATH Keywords

shrinkage estimatorasymptotic distributional riskconstrained estimationmultivariate regressionQMLE

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) General nonlinear regression (62J02)

Related Items (1)

On efficiency of some restricted estimators in a multivariate regression model

Cites Work

• High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator
• Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
• A simple formula for asymptotic distributional risk of some estimators
• Modern Multivariate Statistical Techniques
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• Improved nonparametric estimation of location vectors in multivariate regression models
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
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