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On Preliminary Test and Shrinkage M-Estimation in Linear Models
by
Sen, Pranab Kumar
, A. K. M. Ehsanes Saleh
in
62C16
/ 62F10
/ 62G05
/ 62H12
/ Asymptotic distributional risk
/ asymptotic distributional risk efficiency
/ Asymptotic value
/ Eigenvalues
/ Estimators
/ Exact sciences and technology
/ Information economics
/ James-Stein rule
/ linear model
/ Linear models
/ Linear regression
/ local alternatives
/ M-estimators
/ Mathematics
/ Matrices
/ Maximum likelihood estimation
/ Minimax
/ minimaxity
/ Nonparametric inference
/ Preliminary estimates
/ preliminary test
/ Probability and statistics
/ robustness
/ Sciences and techniques of general use
/ shrinkage estimator
/ Statistics
1987
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On Preliminary Test and Shrinkage M-Estimation in Linear Models
by
Sen, Pranab Kumar
, A. K. M. Ehsanes Saleh
in
62C16
/ 62F10
/ 62G05
/ 62H12
/ Asymptotic distributional risk
/ asymptotic distributional risk efficiency
/ Asymptotic value
/ Eigenvalues
/ Estimators
/ Exact sciences and technology
/ Information economics
/ James-Stein rule
/ linear model
/ Linear models
/ Linear regression
/ local alternatives
/ M-estimators
/ Mathematics
/ Matrices
/ Maximum likelihood estimation
/ Minimax
/ minimaxity
/ Nonparametric inference
/ Preliminary estimates
/ preliminary test
/ Probability and statistics
/ robustness
/ Sciences and techniques of general use
/ shrinkage estimator
/ Statistics
1987
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Do you wish to request the book?
On Preliminary Test and Shrinkage M-Estimation in Linear Models
by
Sen, Pranab Kumar
, A. K. M. Ehsanes Saleh
in
62C16
/ 62F10
/ 62G05
/ 62H12
/ Asymptotic distributional risk
/ asymptotic distributional risk efficiency
/ Asymptotic value
/ Eigenvalues
/ Estimators
/ Exact sciences and technology
/ Information economics
/ James-Stein rule
/ linear model
/ Linear models
/ Linear regression
/ local alternatives
/ M-estimators
/ Mathematics
/ Matrices
/ Maximum likelihood estimation
/ Minimax
/ minimaxity
/ Nonparametric inference
/ Preliminary estimates
/ preliminary test
/ Probability and statistics
/ robustness
/ Sciences and techniques of general use
/ shrinkage estimator
/ Statistics
1987
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On Preliminary Test and Shrinkage M-Estimation in Linear Models
Journal Article
On Preliminary Test and Shrinkage M-Estimation in Linear Models
1987
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Overview
In a general univariate linear model, M-estimation of a subset of parameters is considered when the complementary subset is plausibly redundant. Along with the classical versions, both the preliminary test and shrinkage versions of the usual M-estimators are considered and, in the light of their asymptotic distributional risks, the relative asymptotic risk-efficiency results are studied in detail. Though the shrinkage M-estimators may dominate their classical versions, they do not, in general, dominate the preliminary test versions.
Publisher
Institute of Mathematical Statistics,The Institute of Mathematical Statistics
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