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

DOI10.1080/03610929808832660zbMATH Open0887.62024OpenAlexW2073715211MaRDI QIDQ4383758FDOQ4383758

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

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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)

Cites Work

• Title not available (Why is that?)
• Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• Estimation of the parameters of a regression model with a multivariate t error variable
• Nonparametric estimation of location parameter after a preliminary test on regression
• On some shrinkage estimators of multivariate location
• Inference based on conditional speclfication
• THE SAMPLING PERFORMANCE OF INEQUALITY RESTRICTED AND PRE‐TEST ESTIMATORS IN A MIS‐SPECIFIED LINEAR MODEL
• Estimation of the mean vector of a multivariate normal distribution under symmetry
• Title not available (Why is that?)
• Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model

Cited In (8)

• Asymptotic comparisons of several variance estimators and their effects for Studentizations
• Likelihood inference on the mean vectors and scaled covariance matrix of two multivariate Student-\(t\) populations
• Improved estimation of the mean vector for student-t model
• Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the comparison of the pre-test and shrinkage estimators for the univariate normal mean
• Shrinkage estimation under multivariate elliptic models

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