Shrinkage Estimators of Intercept Parameters of Two Simple Regression Models with Suspected Equal Slopes

DOI10.1080/03610920701648961zbMath1139.62012OpenAlexW2074695597MaRDI QIDQ5450551

Shahjahan Khan

Publication date: 12 March 2008

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

Full work available at URL: http://eprints.usq.edu.au/3715/1/Khan_2008_Author_version.pdf

zbMATH Keywords

coefficient of distrustnon-sample uncertain prior informationshrinkage restricted and preliminary test estimatorscentral and non central \(F\)-distributionparallel regression linesquadratic bias and risk

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10) Parametric inference under constraints (62F30)

Related Items (4)

Testing base load with non-sample prior information on process load ⋮ Testing equality of two intercepts for the parallel regression model with non sample prior information ⋮ Preliminary test and Stein estimations in simultaneous linear equations ⋮ POWER OF HYPOTHESIS TESTING PARAMETERS SHAPE OF THE DISTRIBUTIONS

Cites Work

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• On some shrinkage estimators of multivariate location
• Nonparametric estimation of location parameter after a preliminary test on regression
• Estimation of the mean vector of a multivariate normal distribution under symmetry
• Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
• Estimation of a Conditional Mean in a Linear Regression Model after a Preliminary Test on Regression Coefficient
• Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• On the comparison of the pre-test and shrinkage estimators for the univariate normal mean

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