scientific article; zbMATH DE number 4178441

MaRDI QIDQ3201384zbMATH OpenFDO

Authors Taka-aki Shiraishi, A. K. Md. Ehsanes Saleh

Publication date 1989

zbMATH Keywords

relative efficiencyasymptotic distributional riskspreliminary test R-estimatorsshrinkage R- estimatorsunrestricted R-estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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

Cited in

(10)

• Preliminary test and Stein-type shrinkage ridge estimators in robust regression
• Liu estimation approach to the measurement error models
• Robust test of restricted model
• On weighted estimation in linear regression in the presence of parameter uncertainty
• A ridge regression estimation approach to the measurement error model
• Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
• Risk comparison of some shrinkage M-estimators in linear models
• On Liu-type biased estimators in measurement error models
• Robust estimation for the parameters of multiple-design multivariate linear models under general restriction
• Rank-based Liu regression

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