Improved estimation in regression with varying penalty

DOI10.1080/15598608.2012.673878zbMath1426.62200OpenAlexW2100907230MaRDI QIDQ2320760

Zahirul Hoque, Shahadut Hossain

Publication date: 27 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2012.673878

zbMATH Keywords

prior informationpreliminary test estimatorasymmetric lossintercept parameter

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (4)

Regression models using the LINEX loss to predict lower bounds for the number of points for approximating planar contour shapes ⋮ Shrinkage estimator of regression model under asymmetric loss ⋮ Merging data from multiple sources: pretest and shrinkage perspectives ⋮ Estimation of the slope parameter in a linear regression model under a bounded loss function

Cites Work

• Unnamed Item
• Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information
• On the minimaxity of pitman type estimator under a linex loss function
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• On shrinkage r-estimation in a multiple regression model
• On the admissibility of c[Xbar + d with respect to the linex loss function]
• Bayesian estimation of mean and square of mean of normal distribution using linex loss function
• On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function
• Estimation of a Conditional Mean in a Linear Regression Model after a Preliminary Test on Regression Coefficient
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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