Preliminary test and Stein estimations in simultaneous linear equations

DOI10.1016/J.LAA.2011.07.036MaRDI QIDQ665940zbMATH OpenOpenAlexFDO

Authors M. Arashi

Publication date 7 March 2012

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2011.07.036

zbMATH Keywords

balanced loss functionelliptically contoured distributionpositive-rule shrinkage estimatorpreliminary testestimatorseemingly unrelated regressionStein-type shrinkage estimatorstochastic constraints

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
• Estimation and decision for linear systems with elliptical random processes
• Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError
• Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
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• 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 estimation with weighted balanced-type loss function
• On the theory of elliptically contoured distributions
• Shrinkage Estimators of Intercept Parameters of Two Simple Regression Models with Suspected Equal Slopes
• Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
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• Theory of Preliminary Test and Stein‐Type Estimation With Applications

Cited in

(27)

• Preliminary test estimation in system regression models in view of asymmetry
• Shrinkage ridge estimators in semiparametric regression models
• Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
• Performance of preliminary test estimators for error variance based on W, LR and LM tests
• Improved ridge regression estimators for the logistic regression model
• Improved confidence intervals for the scale parameter of Burr XII model based on record values
• Preliminary test and Stein-type shrinkage ridge estimators in robust regression
• Shrinkage estimation in system regression model
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• Optimal and minimax prediction in multivariate normal populations under a balanced loss function
• Ridge autoregression estimation: LS method
• Feasible ridge estimator in seemingly unrelated semiparametric models
• New estimators of distribution functions
• A ridge regression estimation approach to the measurement error model
• Simple regression in view of elliptical models
• Performance analysis of the preliminary test estimator with series of stochastic restrictions
• Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors
• A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model
• Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data
• Improved shrinkage estimators in zero-inflated negative binomial regression model
• Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors
• Simultaneous estimation of several CDF’s: homogeneity constraint
• Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors
• Bayes minimax estimator of the mean vector in an elliptically contoured distribution
• Stein-type shrinkage estimators in gamma regression model with application to prostate cancer data
• Liu-type shrinkage strategies in zero-inflated negative binomial models with application to Expenditure and Default Data
• James-Stein type estimators in beta regression model: simulation and application

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