IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v45y2004i4p689-696.html
   My bibliography  Save this article

Biased estimation in a simple multivariate regression model

Author

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

Abstract

No abstract is available for this item.

Suggested Citation

  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(03)00088-4
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. 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.
    2. Kubokawa, T. & Srivastava, M. S., 2001. "Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution," Journal of Multivariate Analysis, Elsevier, vol. 76(1), pages 138-152, January.
    3. T Matsuda & W E Strawderman, 2022. "Estimation under matrix quadratic loss and matrix superharmonicity [Shrinkage estimation with a matrix loss function]," Biometrika, Biometrika Trust, vol. 109(2), pages 503-519.
    4. BuHamra, Sana S. & Al-Kandari, N.M.Noriah M. & Ahmed, S. E., 2004. "Inference concerning quantile for left truncated and right censored data," Computational Statistics & Data Analysis, Elsevier, vol. 46(4), pages 819-831, July.
    5. Noda Kazuo & Wu Qi-Guang & Shimizu Kunio, 2002. "Γ-Μινιμαχιτυ Of A Generalized Bayes Unbiased Estimator In A Multivariate Linear Model," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 53-66, April.
    6. Tsukuma, Hisayuki & Kubokawa, Tatsuya, 2007. "Methods for improvement in estimation of a normal mean matrix," Journal of Multivariate Analysis, Elsevier, vol. 98(8), pages 1592-1610, September.
    7. Hisayuki Tsukuma & Tatsuya Kubokawa, 2005. "Methods for Improvement in Estimation of a Normal Mean Matrix," CIRJE F-Series CIRJE-F-378, CIRJE, Faculty of Economics, University of Tokyo.
    8. Zinodiny, S. & Rezaei, S. & Nadarajah, S., 2017. "Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 110-120.
    9. Ejaz Ahmed, S. & Fallahpour, Saber, 2012. "Shrinkage estimation strategy in quasi-likelihood models," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2170-2179.
    10. Gupta, A.K. & Nguyen, T. & Pardo, L., 2006. "Preliminary Phi-divergence test estimator for multinomial probabilities," Computational Statistics & Data Analysis, Elsevier, vol. 50(7), pages 1749-1773, April.
    11. Hisayuki Tsukuma & Tatsuya Kubokawa, 2014. "A Unified Approach to Estimating a Normal Mean Matrix in High and Low Dimensions," CIRJE F-Series CIRJE-F-926, CIRJE, Faculty of Economics, University of Tokyo.
    12. Kubokawa, T. & Srivastava, M. S., 2002. "Estimating Risk and the Mean Squared Error Matrix in Stein Estimation," Journal of Multivariate Analysis, Elsevier, vol. 82(1), pages 39-64, July.
    13. Tsukuma, Hisayuki, 2009. "Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2296-2304, November.
    14. Shokofeh Zinodiny & Saralees Nadarajah, 2024. "A New Class of Bayes Minimax Estimators of the Mean Matrix of a Matrix Variate Normal Distribution," Mathematics, MDPI, vol. 12(7), pages 1-14, April.
    15. Imai, Ryo & Kubokawa, Tatsuya & Ghosh, Malay, 2019. "Bayesian simultaneous estimation for means in k-sample problems," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 49-60.
    16. Davy Paindaveine & Joséa Rasoafaraniaina & Thomas Verdebout, 2021. "Preliminary test estimation in uniformly locally asymptotically normal models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 689-707, June.
    17. Srivastava, M. S. & Kubokawa, T., 2005. "Minimax multivariate empirical Bayes estimators under multicollinearity," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 394-416, April.
    18. Tatsuya Kubokawa & M. S. Srivastava, 2002. "Minimax Multivariate Empirical Bayes Estimators under Multicollinearity," CIRJE F-Series CIRJE-F-187, CIRJE, Faculty of Economics, University of Tokyo.
    19. Xu, Kai & He, Daojiang, 2015. "Further results on estimation of covariance matrix," Statistics & Probability Letters, Elsevier, vol. 101(C), pages 11-20.
    20. Tsukuma, Hisayuki & Kubokawa, Tatsuya, 2016. "Unified improvements in estimation of a normal covariance matrix in high and low dimensions," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 233-248.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:45:y:2004:i:4:p:689-696. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.