Shrinkage pre-test estimator of the intercept parameter for a regression model with multivariate student-t errors
Article
Article Title | Shrinkage pre-test estimator of the intercept parameter for a regression model with multivariate student-t errors |
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ERA Journal ID | 783 |
Article Category | Article |
Authors | Khan, Shahjahan (Author) and Saleh, A. K. Md. Ehsanes (Author) |
Journal Title | Biometrical Journal: journal of mathematical methods in biosciences |
Journal Citation | 39 (2), pp. 131-147 |
Number of Pages | 17 |
Year | 1997 |
Place of Publication | Germany |
ISSN | 0323-3847 |
1521-4036 | |
Digital Object Identifier (DOI) | https://doi.org/10.1002/bimj.4710390202 |
Web Address (URL) | http://www3.interscience.wiley.com/cgi-bin/jissue/114077133 |
Abstract | [Abstract]: In presence of an uncertain prior information about the slope parameter, the estimation of the intercept of a simple regression |
Keywords | regression model, uncertain prior information, preliminary test estimator, multivariate t-distribution, inverted Gamma and non-central F distributions,incomplete Beta distribution, unrestricted and restricted maximum likelihoodestimators, mean square errors, relative efficiency,maximin rule |
ANZSRC Field of Research 2020 | 490509. Statistical theory |
490501. Applied statistics | |
Public Notes | Deposited in accordance with the copyright policy of the publisher. |
Byline Affiliations | Department of Mathematics and Computing |
Carleton University, Canada |
https://research.usq.edu.au/item/9xw8q/shrinkage-pre-test-estimator-of-the-intercept-parameter-for-a-regression-model-with-multivariate-student-t-errors
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