scientific article; zbMATH DE number 4178441

MaRDI QIDQ3201384zbMATH OpenFDO

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

Publication date 1989

zbMATH Keywords

asymptotic distributional riskspreliminary test R-estimatorsrelative efficiencyshrinkage R- estimatorsunrestricted R-estimators

Mathematics Subject Classification ID

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

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

(14)

• On weighted estimation in linear regression in the presence of parameter uncertainty
• Preliminary test and Stein-type shrinkage ridge estimators in robust regression
• \(R\)-estimation of the parameters of autoregressive [AR(\(p\))] models
• Restricted M-estimation
• Robust test of restricted model
• Risk comparison of some shrinkage M-estimators in linear models
• Robust estimation for the parameters of multiple-design multivariate linear models under general restriction
• A ridge regression estimation approach to the measurement error model
• On Liu-type biased estimators in measurement error models
• Robust estimation in restricted linear regression
• Liu estimation approach to the measurement error models
• Rank-based Liu regression
• A legacy in statistics: the life and contributions of Professor A. K. Md. Ehsanes Saleh
• Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term

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)