A synthesis of stein-rule and mixed regression procedures inlinear regression models under non-normality

DOI10.1080/03610928808829649zbMath0644.62071OpenAlexW2078790652MaRDI QIDQ3787314

Derrick Shannon Tracy, Anil K. Srivastava

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/03610928808829649

zbMATH Keywords

small disturbancesStein-ruleincomplete prior informationnon- normalimproved estimators of regression coefficientsmixed regression technique

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (3)

Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances ⋮ Concentration of estimators of coefficients in mixed regression model ⋮ A modified generalized mixed regression estimator when disturbances are nonnormal

Cites Work

• Unnamed Item
• Properties of the mixed regression estimator when disturbances are not necessarily normal
• Properties of shrinkage estimators in linear regression when disturbances are not normal
• The use of mixed prior information in regression analysis
• The Bias and Moment Matrix of a Mixed Regression Estimator
• Note on the Unbiasedness of a Mixed Regression Estimator
• The Finite Sample Distribution of Theil's Mixed Regression Estimator and a Related Problem
• Linear Statistical Inference and its Applications

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