Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
From MaRDI portal
Publication:997251
DOI10.1016/j.spl.2006.11.019zbMath1373.62367MaRDI QIDQ997251
Xiaoyong Wu, Alan T. K. Wan, Ti Chen, Guo Hua Zou
Publication date: 23 July 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.11.019
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62F10: Point estimation
Related Items
Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances, Frequentist model averaging estimation: a review, On the sensitivity of pre-test estimators to covariance misspecification, Shrinkage estimation in general linear models, Weighted-average least squares estimation of generalized linear models, On weighted estimation in linear regression in the presence of parameter uncertainty
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation of normal means: Frequentist estimation of loss
- Statistical decision theory and Bayesian analysis. 2nd ed
- On preliminary test and shrinkage M-estimation in linear models
- Estimation of the mean of a multivariate normal distribution
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
- On the harm that ignoring pretesting can cause
- A James-Stein Type Estimator for Combining Unbiased and Possibly Biased Estimators
- Combining Estimates of Location
- Double k-Class Estimators of Coefficients in Linear Regression
- James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
- Frequentist Model Average Estimators
- Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
- Estimation of the mean of a univariate normal distribution with known variance
