Shrinkage estimation of elliptical regression model under balanced loss function
Paper
Arashi, M. and Khan, Shahjahan. 2012. "Shrinkage estimation of elliptical regression model under balanced loss function." Ahmad, Munir (ed.) 12th Islamic Countries Conference on Statistical Sciences . Doha, Qatar 19 - 22 Dec 2012 Lahore, Pakistan.
Paper/Presentation Title | Shrinkage estimation of elliptical regression model under balanced loss function |
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Presentation Type | Paper |
Authors | Arashi, M. (Author) and Khan, Shahjahan (Author) |
Editors | Ahmad, Munir |
Journal or Proceedings Title | Proceedings of the 12th Islamic Countries Conference on Statistical Sciences |
Journal Citation | 23, pp. 519-528 |
Number of Pages | 10 |
Year | 2012 |
Place of Publication | Lahore, Pakistan |
ISBN | 9789698858117 |
Web Address (URL) of Paper | https://old.isoss.net/downloads/Prociccs12.pdf |
Web Address (URL) of Conference Proceedings | https://isoss.net/organization-2/ |
Conference/Event | 12th Islamic Countries Conference on Statistical Sciences |
Event Details | 12th Islamic Countries Conference on Statistical Sciences Parent Islamic Countries Conference on Statistical Sciences (ICCS) Delivery In person Event Date 19 to end of 22 Dec 2012 Event Location Doha, Qatar |
Abstract | For the multiple regression model with error vector following elliptically contoured distribution we propose Bayesian shrinkage estimators under balanced loss function. Comparing a set of competing estimators for the regression vector, it is shown that the shrinkage factor of the Stein estimator is robust with respect to the regression parameters and unknown density generator of elliptical models. The dominance relation of the estimators is also provided. |
Keywords | Bayes estimator; elliptically contoured distribution; Stein-type shrinkage estimator; positive-rule |
ANZSRC Field of Research 2020 | 490501. Applied statistics |
490407. Mathematical logic, set theory, lattices and universal algebra | |
490103. Calculus of variations, mathematical aspects of systems theory and control theory | |
Byline Affiliations | Shahrood University of Technology, Iran |
Department of Mathematics and Computing | |
Institution of Origin | University of Southern Queensland |
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https://research.usq.edu.au/item/q21x8/shrinkage-estimation-of-elliptical-regression-model-under-balanced-loss-function
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