Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
From MaRDI portal
Publication:730726
DOI10.1016/j.spl.2008.02.003zbMath1283.62140OpenAlexW2037747821MaRDI QIDQ730726
Publication date: 30 September 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.02.003
Related Items
On the Stein-Type Liu Estimator and Positive-Rule Stein-Type Liu Estimator in Multiple Linear Regression Models ⋮ Ridge Estimation under the Stochastic Restriction ⋮ Efficiency of a stochastic restricted two-parameter estimator in linear regression ⋮ Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions ⋮ Estimation of parameters of parallelism model with elliptically distributed errors ⋮ Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error ⋮ On ridge parameter estimators under stochastic subspace hypothesis ⋮ Improving the estimators of the parameters of a probit regression model: a ridge regression approach ⋮ On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models ⋮ Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model ⋮ Performance analysis of the preliminary test estimator with series of stochastic restrictions ⋮ On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons ⋮ A Stochastic Restricted Two-Parameter Estimator in Linear Regression Model ⋮ Improved ridge regression estimators for the logistic regression model ⋮ A note on classical Stein-type estimators in elliptically contoured models ⋮ Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression ⋮ Positive-rule stein-type almost unbiased ridge estimator in linear regression model ⋮ Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness ⋮ Improved variance estimation under sub-space restriction ⋮ Shrinkage Estimation Under Multivariate Elliptic Models ⋮ Regression model with elliptically contoured errors ⋮ The multiparameter t’distribution
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
- Mathematical properties of the multivariate \(t\) distribution
- Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
- JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
- Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
- On the Use of Incomplete Prior Information in Regression Analysis
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
- Estimation and decision for linear systems with elliptical random processes
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
