Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors

DOI10.1002/BIMJ.4710390202zbMATH Open0870.62055OpenAlexW2100512083MaRDI QIDQ4340604FDOQ4340604

Authors: Shahjahan Khan, A. K. Md. Ehsanes Saleh 

Publication date: 18 September 1997

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.4710390202

Recommendations

• Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError
• Improved estimation in a multivariate regression model
• Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information
• Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror
• Preliminary test estimators induced by three large sample tests for stochastic constraints in a regression model with multivariate Student-\(t\) error

zbMATH Keywords

biasmean square errorrestricted estimatorsmean square errorsuncertain prior informationslope parametermaximin criterionintercept parameterinverted gammasimple regression modeloptimal significance levelmultivariate Student-\(t\) error distributionincomplete beta distributionnoncentral \(F\) distributionsrelative efficiencesshrinkage preliminary test maximum likelihood estimatorsunrestricted estimators

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05)

Cites Work

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Cited In (17)

• Simple regression in view of elliptical models
• Preliminary test and Stein estimations in simultaneous linear equations
• Designing experiments toward shrinkage estimation
• Preliminary test Liu-type estimators based on W, LR, and LM test statistics in a regression model
• Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness
• A note on classical Stein-type estimators in elliptically contoured models
• Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
• Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
• Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
• Power of hypothesis testing parameters shape of the distributions
• Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information
• Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError
• Testing equality of two intercepts for the parallel regression model with non sample prior information
• Testing base load with non-sample prior information on process load
• On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons
• Shrinkage Estimators of Intercept Parameters of Two Simple Regression Models with Suspected Equal Slopes
• On the comparison of the pre-test and shrinkage estimators for the univariate normal mean

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