Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
type: Item
instance of: scholarly article
title: Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
zbMATH Open document ID: 1231.62135
author: Anoop Chaturvedi
author: Suchita Gupta
author: M. Ishaq Bhatti
published in: Journal of Multivariate Analysis
publication date: 2011-10-28T00:00:00Z
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5965288
zbMATH Keywords: asymptotic distribution
zbMATH Keywords: concentration probability
zbMATH Keywords: expected volume
MaRDI profile type: Publication
full work available at URL: j.jmva.2011.07.005
OpenAlex ID: W2079096677
cites work: Q4009018
cites work: Q3185327
cites work: On double \(k\)-class estimators of coefficients in linear regression
cites work: Q3237829
cites work: The sampling distribution of shrinkage estimators and their F-ratios in the regression model
cites work: Double k-Class Estimators of Coefficients in Linear Regression
cites work: The inadmissibility of the Stein estimator in normal multiple regression equations
cites work: Unbiased estimation of the MSE matrices of improved estimators in linear regression
DOI: 10.1016/J.JMVA.2011.07.005
Recommended article: Non-asymptotic confidence ellipsoids for the least-squares estimate
Recommended article: Shrinkage estimators under spherical symmetry for the general linear model
Recommended article: Q3574416
Recommended article: Shrinkage Estimation Under Multivariate Elliptic Models
Recommended article: Q3774760
Recommended article: Conservative confidence ellipsoids for linear model parameters
Recommended article: Linear Huber M-estimator under ellipsoidal data uncertainty
description: scientific article; zbMATH DE number 5965288