Biased estimation in a simple multivariate regression model

DOI10.1016/S0167-9473(03)00088-4zbMath1429.62183OpenAlexW1978592997MaRDI QIDQ956870

Wojtek Janusz Krzanowski, S. Ejaz Ahmed

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(03)00088-4

zbMATH Keywords

multivariate normal regression modelquadratic bias and quadratic risk functionsStein-type and preliminary test estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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