Comparison of estimators of means based on p-samples from multivariate student-t population

DOI10.1080/03610929808832660MaRDI QIDQ4383758zbMATH OpenOpenAlexFDO

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

Publication date 25 May 1998

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

Full work available at URL https://doi.org/10.1080/03610929808832660

zbMATH Keywords

biasshrinkage estimatorsquadratic losspreliminary testuncertain prior informationmultivariate Student-\(t\) populationsnormal and inverted gamma distributions

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

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Cites work

• scientific article; zbMATH DE number 54016 (Why is no real title available?)
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
• Estimation of the mean vector of a multivariate normal distribution under symmetry
• Estimation of the parameters of a regression model with a multivariate t error variable
• Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model
• Inference based on conditional speclfication
• Nonparametric estimation of location parameter after a preliminary test on regression
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• On some shrinkage estimators of multivariate location
• THE SAMPLING PERFORMANCE OF INEQUALITY RESTRICTED AND PRE‐TEST ESTIMATORS IN A MIS‐SPECIFIED LINEAR MODEL

Cited in

(8)

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• scientific article; zbMATH DE number 1399993 (Why is no real title available?)
• Improved estimation of the mean vector for student-t model
• Asymptotic comparisons of several variance estimators and their effects for Studentizations
• Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError
• On the comparison of the pre-test and shrinkage estimators for the univariate normal mean
• Likelihood inference on the mean vectors and scaled covariance matrix of two multivariate Student-\(t\) populations
• Shrinkage estimation under multivariate elliptic models

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