Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
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Publication:643304
DOI10.1016/j.jmva.2011.07.005zbMath1231.62135OpenAlexW2079096677MaRDI QIDQ643304
M. Ishaq Bhatti, Anoop Chaturvedi, Suchita Gupta
Publication date: 28 October 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.07.005
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Cites Work
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- The inadmissibility of the Stein estimator in normal multiple regression equations
- On double \(k\)-class estimators of coefficients in linear regression
- The sampling distribution of shrinkage estimators and their F-ratios in the regression model
- Unbiased estimation of the MSE matrices of improved estimators in linear regression
- Double k-Class Estimators of Coefficients in Linear Regression
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