JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
DOI10.1111/J.1467-842X.1991.TB00422.XzbMATH Open0781.62107MaRDI QIDQ4029931FDOQ4029931
Authors: R. S. Singh 
Publication date: 1 April 1993
Published in: Australian Journal of Statistics (Search for Journal in Brave)
Recommendations
biasriskvariance-covariance matrixdominancemean square error matrixgeneral quadratic lossJames-Stein type estimatorsdouble \(k\)-class estimatorsjointly multivariate Student-\(t\) distributionminumum variance unbiased estimatornonstochastic scalars
Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cited In (19)
- Stein estimation -- a review
- MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms
- Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion
- Estimation of the characteristic roots of the scale matrix
- A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error
- James-Stein estimators for time series regression models
- Improved estimation of the mean vector for student-t model
- Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
- On shrinkage estimators in matrix variate elliptical models
- Inconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression models
- MSE performance and minimax regret significance points for a HPT estimator under a multivariate \(t\) error distribution
- PMSE performance of two different types of preliminary test estimators under a multivariate \(t\) error term
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
- Estimation of the Trace of the Scale Matrix of the Scale Mixture of Multivariate Normal Distributions
- The bias and risk functions of some Stein-rules in elliptically contoured distributions
- Title not available (Why is that?)
- Approximate Bayesian estimator for the parameter vector in linear models with multivariate t distribution errors
- Estimation of a scale parameter in mixture models with unknown location
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