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Biased estimation in a simple multivariate regression model

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  • Ahmed, S. E.
  • Krzanowski, W. J.

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  • Ahmed, S. E. & Krzanowski, W. J., 2004. "Biased estimation in a simple multivariate regression model," Computational Statistics & Data Analysis, Elsevier, vol. 45(4), pages 689-696, May.
    • Handle: RePEc:eee:csdana:v:45:y:2004:i:4:p:689-696
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    References listed on IDEAS

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    1. Honda, Toshio, 1991. "Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 36(1), pages 113-120, January.
    2. Sen, Pranab Kumar & Saleh, A. K. Md. Ehsanes, 1979. "Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case," Journal of Multivariate Analysis, Elsevier, vol. 9(2), pages 322-331, June.
    3. Bilodeau, Martin & Kariya, Takeaki, 1989. "Minimax estimators in the normal MANOVA model," Journal of Multivariate Analysis, Elsevier, vol. 28(2), pages 260-270, February.
    4. Ahmed, S. Ejaz, 1994. "Improved estimation in a multivariate regression model," Computational Statistics & Data Analysis, Elsevier, vol. 17(5), pages 537-554, June.
    5. Ahmed, S. E. & Saleh, A. K. Md. E., 1990. "Estimation strategies for the intercept vector in a simple linear multivariate normal regression model," Computational Statistics & Data Analysis, Elsevier, vol. 10(3), pages 193-206, December.
    6. Ahmed, S. E., 1991. "To pool or not to pool: The discrete data," Statistics & Probability Letters, Elsevier, vol. 11(3), pages 233-237, March.
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    Cited by:

    1. An, Lihua & Nkurunziza, Sévérien & Fung, Karen Y. & Krewski, Daniel & Luginaah, Isaac, 2009. "Shrinkage estimation in general linear models," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2537-2549, May.
    2. Ahmed, S. Ejaz & Nicol, Christopher J., 2012. "An application of shrinkage estimation to the nonlinear regression model," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3309-3321.

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