Biased estimation in a simple multivariate regression model

DOI10.1016/S0167-9473(03)00088-4zbMATH Open1429.62183OpenAlexW1978592997MaRDI QIDQ956870FDOQ956870

Authors: S. Ejaz Ahmed, Wojtek J. Krzanowski 

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(03)00088-4

Recommendations

• Improved estimation in a multivariate regression model
• Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
• Improved estimation of regression parameters when the two regression lines are parallel
• Improved Estimation of Coefficient Vector in a Regression Model
• scientific article; zbMATH DE number 3938333

zbMATH Keywords

multivariate normal regression modelquadratic bias and quadratic risk functionsStein-type and preliminary test estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Nonparametric estimation of location parameter after a preliminary test on regression
• Inference based on conditional speclfication
• On estimation of a matrix of normal means with unknown covariance matrix
• Minimax estimators in the normal MANOVA model
• Improving on MLE of coefficient matrix in a growth curve model
• Title not available (Why is that?)
• Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case
• Improved estimation in a multivariate regression model
• Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
• Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix
• Pre-Test Estimation of Simple Linear Regression Model Using Prior Knowledge of One of the Parameters
• Estimation of Intercept in a Linear Regression Model with One Dependent Variable after a Preliminary Test on the Regression Coefficient

Cited In (18)

• Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
• Shrinkage estimation in replicated median ranked set sampling
• Estimating and testing effect size from an arbitrary population
• Shrinkage estimation in general linear models
• Stabilizing the performance of kurtosis estimator of multivariate data
• Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
• Performances of the positive-rule Stein-type ridge estimator in a linear regression model with spherically symmetric error distributions
• Bias corrected estimates in multivariate student t regression models
• Title not available (Why is that?)
• Shrinkage estimation for the regression parameter matrix in multivariate regression model
• Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite \(r\)th moments
• Shrinkage estimation applied to a semi-nonparametric regression model
• Some Convergence Properties for Weighted Sums of Martingale Difference Random Vectors
• Stein-type estimation using ranked set sampling
• A class of general pretest estimators for the univariate normal mean
• An application of shrinkage estimation to the nonlinear regression model
• Data-based adaptive estimation in an investment model
• An improved estimation in regression parameter matrix in multivariate regression model

This page was built for publication: Biased estimation in a simple multivariate regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q956870)