Comparison of estimators of means based on p-samples from multivariate student-t population

DOI10.1080/03610929808832660zbMath0887.62024OpenAlexW2073715211MaRDI QIDQ4383758

Shahjahan Khan, A. K. Md. Ehsanes Saleh

Publication date: 25 May 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832660

zbMATH Keywords

biaspreliminary testshrinkage estimatorsquadratic lossuncertain prior informationmultivariate Student-\(t\) populationsnormal and inverted gamma distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (2)

Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError ⋮ Shrinkage Estimation Under Multivariate Elliptic Models

Cites Work

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• Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
• On some shrinkage estimators of multivariate location
• Nonparametric estimation of location parameter after a preliminary test on regression
• Estimation of the parameters of a regression model with a multivariate t error variable
• Inference based on conditional speclfication
• Estimation of the mean vector of a multivariate normal distribution under symmetry
• Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model
• THE SAMPLING PERFORMANCE OF INEQUALITY RESTRICTED AND PRE‐TEST ESTIMATORS IN A MIS‐SPECIFIED LINEAR MODEL
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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