Preliminary test and Stein estimations in simultaneous linear equations

DOI10.1016/j.laa.2011.07.036zbMath1232.62084MaRDI QIDQ665940

Mohammad 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

elliptically contoured distribution; balanced loss function; seemingly unrelated regression; positive-rule shrinkage estimator; preliminary testestimator; Stein-type shrinkage estimator; stochastic constraints

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Performance analysis of the preliminary test estimator with series of stochastic restrictions, Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors, A ridge regression estimation approach to the measurement error model, Simple regression in view of elliptical models, Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors, Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors, 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, 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

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