Simple regression in view of elliptical models

DOI10.1016/J.LAA.2012.05.008MaRDI QIDQ445829zbMATHOpenAlexFDO

Authors M. Arashi, S. M. M. Tabatabaey, H. Soleimani

Publication date 27 August 2012

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2012.05.008

zbMATH Keywords

shrinkage estimatorelliptically contoured distributionpreliminary test estimatorsimple linear regression

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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• Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests
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• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• Ridge Estimation under the Stochastic Restriction
• Risk comparison of some shrinkage M-estimators in linear models
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• Stein estimation under elliptical distributions
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Using improved estimation strategies to combat multicollinearity

Cited in

(10)

• Simplified R-vine based forward regression
• Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data
• Estimation of parameters of parallelism model with elliptically distributed errors
• A ridge regression estimation approach to the measurement error model
• Elliptical regression operationalized
• Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data
• Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
• Regression model with elliptically contoured errors
• Shrinkage ridge estimators in semiparametric regression models
• Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors

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