Concentration of estimators of coefficients in mixed regression model

DOI10.1080/03610929508831522zbMath0825.62296OpenAlexW1970867718MaRDI QIDQ4843892

Derrick Shannon Tracy, Anil K. Srivastava

Publication date: 17 August 1995

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

Full work available at URL: https://doi.org/10.1080/03610929508831522

zbMATH Keywords

linear regressionconcentration probabilitymixed regression modelsmall disturbance asymptotic approximations

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Applied regression analysis bibliography update 1994-97

Cites Work

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• Properties of the mixed regression estimator when disturbances are not necessarily normal
• The Stein paradox in the sense of the Pitman measure of closeness
• A synthesis of stein-rule and mixed regression procedures inlinear regression models under non-normality
• Is Pitman Closeness a Reasonable Criterion?
• Comparison of k-Class Estimators When the Disturbances Are Small