Stein-type improvement under stochastic constraints: use of multivariate Student-t model in regression
From MaRDI portal
Publication:730726
DOI10.1016/J.SPL.2008.02.003zbMATH Open1283.62140OpenAlexW2037747821MaRDI QIDQ730726FDOQ730726
Authors: D. Kharzeev 
Publication date: 30 September 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.02.003
Recommendations
- JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
- Estimation in restricted regression model with multivariate-\(t\) distributed error
- Preliminary test estimators induced by three large sample tests for stochastic constraints in a regression model with multivariate Student-\(t\) error
- The emperor's new clothes: a critique of the multivariate t regression model
- scientific article; zbMATH DE number 18877
Cites Work
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimation with quadratic loss.
- Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
- On the Use of Incomplete Prior Information in Regression Analysis
- Mathematical properties of the multivariate \(t\) distribution
- Title not available (Why is that?)
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
- JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
- Estimation and decision for linear systems with elliptical random processes
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
- Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
Cited In (23)
- Estimation of parameters of parallelism model with elliptically distributed errors
- Regression model with elliptically contoured errors
- Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness
- Improving the estimators of the parameters of a probit regression model: a ridge regression approach
- A note on classical Stein-type estimators in elliptically contoured models
- On ridge parameter estimators under stochastic subspace hypothesis
- Performance analysis of the preliminary test estimator with series of stochastic restrictions
- Performances of the positive-rule Stein-type ridge estimator in a linear regression model with spherically symmetric error distributions
- The multiparameter \(t'\) distribution
- Efficiency of a stochastic restricted two-parameter estimator in linear regression
- Positive-rule Stein-type almost unbiased ridge estimator in linear regression model
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
- Improved variance estimation under sub-space restriction
- Improved ridge regression estimators for the logistic regression model
- On the Stein-type Liu estimator and positive-rule Stein-type Liu estimator in multiple linear regression models
- Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
- Ridge Estimation under the Stochastic Restriction
- On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models
- On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons
- Variable selection of varying dispersion student-\(t\) regression models
- A stochastic restricted two-parameter estimator in linear regression model
- Preliminary test estimators induced by three large sample tests for stochastic constraints in a regression model with multivariate Student-\(t\) error
- Shrinkage estimation under multivariate elliptic models
This page was built for publication: Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q730726)
