Robust estimation for the parameters of multiple-design multivariate linear models under general restriction

DOI10.1080/10485259308832560zbMath1360.62282OpenAlexW2093920234MaRDI QIDQ3432351

Taka-Aki Shiraishi, A. K. Md. Ehsanes Saleh

Publication date: 16 April 2007

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259308832560

zbMATH Keywords

local alternativesrobust estimationshrinkage estimatorspreliminary test estimatorsquadratic lossasymptotic distributional risksmultiple-design multivariate linear model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Bootstrap confidence bands for shrinkage estimators

Cites Work

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• On some shrinkage estimators of multivariate location
• On preliminary test and shrinkage M-estimation in linear models
• Inference Based on Ranks for the Multiple-Design Multivariate Linear Model
• On shrinkage m-estimators of location parameters
• Nonparametric Estimate of Regression Coefficients
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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