Improved estimation of regression parameters in measurement error models

DOI10.1016/j.jmva.2004.08.007zbMath1070.62041OpenAlexW1979979823MaRDI QIDQ2567119

Yanyan Li

Publication date: 29 September 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.08.007

zbMATH Keywords

empirical Bayespoint estimationconfidence regions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (5)

Improved estimation in elliptical linear mixed measurement error models ⋮ A ridge regression estimation approach to the measurement error model ⋮ Improved estimation in multiple linear regression models with measurement error and general constraint ⋮ Effects of measurement errors in predictor selection of linear regression model ⋮ On Liu-type biased estimators in measurement error models

Cites Work

• Preliminary test estimators of the parameters of simple linear model with measurement error
• Stein-rule least squares estimation: A heuristic for fallible data
• On preliminary test and shrinkage M-estimation in linear models
• Consistent estimation of a regression with errors in the variables
• Nonparametric estimation of location parameter after a preliminary test on regression
• Improved estimation in measurement error models through Stein rule procedure
• Minimax confidence sets for the mean of a multivariate normal distribution
• On shrinkage least squares estimation in a parallelism problem
• The Importance of Assessing Measurement Reliability in Multivariate Regression
• Inadmissibility of the Usual Confidence Sets for the Mean of a Multivariate Normal Population
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Improved estimation of regression parameters in measurement error models