Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information

DOI10.1007/BF02762840zbMATH Open1082.62019MaRDI QIDQ816554FDOQ816554

Authors: Shahjahan Khan, Zahirul Hoque, A. K. Md. Ehsanes Saleh 

Publication date: 9 March 2006

Published in: Statistical Papers (Search for Journal in Brave)

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zbMATH Keywords

maximum likelihoodbiasshrinkage estimatorsrelative efficiencypreliminary testmean square errors

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)

Cites Work

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• On the comparison of the pre-test and shrinkage estimators for the univariate normal mean
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Cited In (14)

• Improved estimation in regression with varying penalty
• POWER OF HYPOTHESIS TESTING PARAMETERS SHAPE OF THE DISTRIBUTIONS
• Shrinkage estimation of the slope parameters of two parallel regression lines under uncertain prior information
• Some comments on Statistical Papers 46, 379-395 (2005)
• Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError
• TESTING INTERCEPT WITH NON-SAMPLE PRIOR INFORMATION FOR HYPOTHESIS MAXIMUM ON THE PARALLEL REGRESSION MODEL
• Testing equality of two intercepts for the parallel regression model with non sample prior information
• Title not available (Why is that?)
• Testing base load with non-sample prior information on process load
• A class of general pretest estimators for the univariate normal mean
• Shrinkage Estimators of Intercept Parameters of Two Simple Regression Models with Suspected Equal Slopes
• Title not available (Why is that?)
• Estimation of the slope parameter in a linear regression model under a bounded loss function
• Title not available (Why is that?)

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