Improved biased estimation in an ANOVA model

DOI10.1016/S0024-3795(97)10003-9zbMath0930.62069MaRDI QIDQ1300815

Bashir Ullah, S. Ejaz Ahmed

Publication date: 13 February 2000

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

zbMATH Keywords

quadratic riskanalysis of varianceuncertain prior informationpre-test estimatorsJames-Stein estimatorsquadratic bias

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

Related Items (6)

Construction of improved estimators of multinomial proportions ⋮ Generalized autoregressive moving average models: an efficient estimation approach ⋮ Merging data from multiple sources: pretest and shrinkage perspectives ⋮ Asymptotic theory of simultaneous estimation of Poisson means ⋮ Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models ⋮ Risk comparison of some shrinkage M-estimators in linear models

Cites Work

• Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
• Inference based on conditional speclfication
• A bootstrap theorem for a preliminary test estimator
• Improved Estimation in a Contingency Table: Independence Structure
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
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