Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
DOI10.1016/J.SPL.2006.11.019zbMATH Open1373.62367OpenAlexW1972560765MaRDI QIDQ997251FDOQ997251
Authors: Alan T. K. Wan, Xiaoyong Wu, Ti Chen, Guohua 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
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- Statistical decision theory and Bayesian analysis. 2nd ed
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- Double k-Class Estimators of Coefficients in Linear Regression
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- James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
- Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
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- Estimation of normal means: Frequentist estimation of loss
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
- Estimation of the mean of a univariate normal distribution with known variance
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- Combining Estimates of Location
Cited In (6)
- Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
- Shrinkage estimation in general linear models
- On the sensitivity of pre-test estimators to covariance misspecification
- On weighted estimation in linear regression in the presence of parameter uncertainty
- Frequentist model averaging estimation: a review
- Weighted-average least squares estimation of generalized linear models
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