Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
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Publication:4340604
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
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Cited in
(17)- Preliminary test Liu-type estimators based on W, LR, and LM test statistics in a regression model
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
- Shrinkage Estimators of Intercept Parameters of Two Simple Regression Models with Suspected Equal Slopes
- Preliminary test and Stein estimations in simultaneous linear equations
- Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
- Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
- Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness
- Testing equality of two intercepts for the parallel regression model with non sample prior information
- Power of hypothesis testing parameters shape of the distributions
- Designing experiments toward shrinkage estimation
- 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
- On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons
- Simple regression in view of elliptical models
- On the comparison of the pre-test and shrinkage estimators for the univariate normal mean
- Testing base load with non-sample prior information on process load
- A note on classical Stein-type estimators in elliptically contoured models
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