scientific article; zbMATH DE number 4178441
From MaRDI portal
Publication:3201384
zbMATH Open0715.62121MaRDI QIDQ3201384FDOQ3201384
Authors: Taka-aki Shiraishi, A. K. Md. Ehsanes Saleh
Publication date: 1989
Title of this publication is not available (Why is that?)
Recommendations
- Robust estimation for the parameters of multiple-design multivariate linear models under general restriction
- On shrinkage r-estimation in a multiple regression model
- Restricted \(M\)-estimation
- Estimation of restricted regression model when disturbances are not necessarily normal
- \(R\)-estimation of the parameters of autoregressive [AR(\(p\))] models
relative efficiencyasymptotic distributional riskspreliminary test R-estimatorsshrinkage R- estimatorsunrestricted R-estimators
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (10)
- Risk comparison of some shrinkage M-estimators in linear models
- Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
- Rank-based Liu regression
- Preliminary test and Stein-type shrinkage ridge estimators in robust regression
- A ridge regression estimation approach to the measurement error model
- On Liu-type biased estimators in measurement error models
- On weighted estimation in linear regression in the presence of parameter uncertainty
- Liu estimation approach to the measurement error models
- Robust estimation for the parameters of multiple-design multivariate linear models under general restriction
- Robust test of restricted model
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3201384)