Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model Article

Arashi, M, Kibria, BM Golam, Norouzirad, M et al. (2014). Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model . JOURNAL OF MULTIVARIATE ANALYSIS, 126 53-74. 10.1016/j.jmva.2014.01.002

Open Access International Collaboration

keywords

  • Bias
  • Dominance
  • Elliptically contoured distribution
  • James and Stein estimator
  • Liu estimator
  • Mathematics
  • PERFORMANCE
  • Physical Sciences
  • Preliminary test
  • RIDGE-REGRESSION
  • RISK
  • Risk function
  • Science & Technology
  • Shrinkage estimation
  • Statistics & Probability
  • VARIANCE

Digital Object Identifier (DOI)

publisher

  • ELSEVIER INC

start page

  • 53

end page

  • 74

volume

  • 126