Improved estimation in a multivariate regression model

DOI10.1016/0167-9473(94)90147-3zbMath0937.62596OpenAlexW1997854467MaRDI QIDQ1361508

S. Ejaz Ahmed

Publication date: 31 August 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(94)90147-3

zbMATH Keywords

multivariate normal regression modelbias and risk functionrisk relative efficiencyshrinkage preliminary test estimatorsize of the tests

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (4)

An application of shrinkage estimation to the nonlinear regression model ⋮ Biased estimation in a simple multivariate regression model ⋮ Inference concerning quantile for left truncated and right censored data ⋮ Improved pretest nonparametric estimation in a multivariate regression model

Cites Work

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• Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
• Inference based on conditional speclfication
• Pre-Test Estimation of Simple Linear Regression Model Using Prior Knowledge of One of the Parameters
• Estimation of Intercept in a Linear Regression Model with One Dependent Variable after a Preliminary Test on the Regression Coefficient

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