Improved estimation in multiple linear regression models with measurement error and general constraint

DOI10.1016/j.jmva.2008.08.003zbMath1169.62063OpenAlexW2089383408WikidataQ37146732 ScholiaQ37146732MaRDI QIDQ1002354

Hua Liang, Wei-xing Song

Publication date: 25 February 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2663964

zbMATH Keywords

risk functionpreliminary test estimatorasymptotic distributional quadratic biasasymptotic distributional quadratic riskattenuation-correction estimatorJames-Stein-type estimatorpositive rule Stein type estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Related Items (7)

Improved estimation in elliptical linear mixed measurement error models ⋮ Estimation in linear mixed models for longitudinal data under linear restricted conditions ⋮ Variable selection in linear measurement error models via penalized score functions ⋮ Estimation and inference in semi-functional partially linear measurement error models ⋮ Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model ⋮ Application of shrinkage estimation in linear regression models with autoregressive errors ⋮ On Liu-type biased estimators in measurement error models

Uses Software

• BLINPLUS
• relibpls8

Cites Work

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