On preliminary test and shrinkage M-estimation in linear models

DOI10.1214/aos/1176350611zbMath0639.62046OpenAlexW2067412860MaRDI QIDQ1099909

A. K. Md. Ehsanes Saleh, Pranab Kumar Sen

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350611

zbMATH Keywords

robustness linear model M-estimators local alternatives preliminary test estimators restricted efficiency comparison Asymptotic normality asymptotic risk-efficiency shrinkage M- estimators unrestricted

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35)

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