On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms

DOI10.1080/03610929508831578MaRDI QIDQ4337023zbMATH OpenOpenAlexFDO

Authors Hikaru Hasegava

Publication date 27 August 1997

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

Full work available at URL https://doi.org/10.1080/03610929508831578

zbMATH Keywords

Kullback-Leibler informationmultivariate \(t\) distributionpre-test estimatorStein-rule estimatorInagaki's loss functionscale mixture of normal distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 524365 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• Admissibility of some preliminary test estimators for the mean of normal distribution
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Estimation and testing in a regression model with spherically symmetric errors
• Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
• Estimation of the parameters of a regression model with a multivariate t error variable
• Estimation procedures based on preliminary test, shrinkage technique and information criterion
• Minimaxity and nonminimaxity of a preliminary test estimator for the multivariate normal mean
• Minimaxity of a preliminary test estimator for the mean of normal distribution
• On the Robustness of LM, LR, and W Tests in Regression Models
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
• The Admissibility of a Preliminary Test Estimator When the Loss Incorporates a Complexity Cost
• Two errors in statistical model fitting

Cited in

(2)

• Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function
• Applied regression analysis bibliography update 1994-97

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