On shrinkage least squares estimation in a parallelism problem

DOI10.1080/03610928608829195zbMath0611.62078MaRDI QIDQ3750832

Pranab Kumar Sen, A. K. Md. Ehsanes Saleh

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829195

zbMATH Keywords

homogeneity; inadmissibility; asymptotic distributional risk; preliminary test estimators; preliminary test estimation; regression slopes; James-Stein rule; multi-sample simple regression model; intercepts; parallelism problem; shrinkage least squares estimators

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62G05: Nonparametric estimation

Related Items

Parameter Estimation when Various Models are Available, Preliminary test estimators and phi-divergence measures in generalized linear models with binary data, Improved estimation in multiple linear regression models with measurement error and general constraint, Improved estimation of regression parameters in measurement error models, Improved nonparametric estimation of location vectors in multivariate regression models

Cites Work

• Unnamed Item
• Unnamed Item
• On some shrinkage estimators of multivariate location
• Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case
• On least squares estimation of intercepts after a preliminary test on parallelism of regression lines
• On a Class of Rank Order Tests for the Parallelism of Several Regression Lines
• Robust Statistical Procedures in Problems of Linear Regression with Special Reference to Quantitative Bio-Assays, I
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution