Robust inference strategy in the presence of measurement error

DOI10.1016/j.spl.2009.12.031zbMath1185.62099OpenAlexW2035120569MaRDI QIDQ962034

Abdulkadir Hussein, Sévérien Nkurunziza, S. Ejaz Ahmed

Publication date: 1 April 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.12.031

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

Related Items (8)

Data-Based Adaptive Estimation in an Investment Model ⋮ Extension of some important identities in shrinkage-pretest strategies ⋮ Shrinkage strategy in stratified random sample subject to measurement error ⋮ On efficiency of some restricted estimators in a multivariate regression model ⋮ Testing homogeneity in a semiparametric two-sample problem ⋮ Absolute penalty and shrinkage estimation in partially linear models ⋮ Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model ⋮ Shrinkage estimation for the regression parameter matrix in multivariate regression model

Cites Work

• Unnamed Item
• High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator
• Empirical likelihood and general estimating equations
• Empirical likelihood inference in the presence of measurement error
• Estimating equations, empirical likelihood and constraints on parameters
• Shrinkage drift parameter estimation for multi‐factor Ornstein–Uhlenbeck processes
• Notes on the distribution of quadratic forms in singular normal variables

This page was built for publication: Robust inference strategy in the presence of measurement error