STEIN ESTIMATION IN THE CASE OF MULTIVARIATE REGRESSION

被引：11
|
作者：
VANDERMERWE, AJ [1 ]
机构：
[1] UNIV ORANGE FREE STATE,BLOEMFONTEIN 9301,SOUTH AFRICA
来源：
SOUTH AFRICAN STATISTICAL JOURNAL | 1979年 / 13卷 / 01期
关键词：
D O I：
10.1016/0036-9748(79)90395-8
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：83 / 83
页数：1
相关论文
共 50 条
  • [41] Partial envelopes for efficient estimation in multivariate linear regression
    Su, Zhihua
    Cook, R. Dennis
    BIOMETRIKA, 2011, 98 (01) : 133 - 146
  • [42] ADAPTIVE ESTIMATION IN MULTIVARIATE RESPONSE REGRESSION WITH HIDDEN VARIABLES
    Bing, Xin
    Ning, Yang
    Xu, Yaosheng
    ANNALS OF STATISTICS, 2022, 50 (02): : 640 - 672
  • [43] Dimension reduction and coefficient estimation in multivariate linear regression
    Yuan, Ming
    Ekici, Ali
    Lu, Zhaosong
    Monteiro, Renato
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2007, 69 : 329 - 346
  • [44] Inner envelopes: efficient estimation in multivariate linear regression
    Su, Zhihua
    Cook, R. Dennis
    BIOMETRIKA, 2012, 99 (03) : 687 - 702
  • [45] Multivariate Regression Analysis and Error Estimation in Formation Satellite
    Doshi, Mitali J.
    Pathak, Niraj M.
    Abouelmagd, Elbaz, I
    ASTRONOMY REPORTS, 2022, 66 (07) : 616 - 628
  • [46] Maximum likelihood estimation based regression for multivariate calibration
    Guo, Lu
    Peng, Jiangtao
    Xie, Qiwei
    SPECTROCHIMICA ACTA PART A-MOLECULAR AND BIOMOLECULAR SPECTROSCOPY, 2018, 189 : 316 - 321
  • [47] Improved pretest nonparametric estimation in a multivariate regression model
    Ahmed, SE
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1998, 27 (10) : 2391 - 2421
  • [48] LINEAR-REGRESSION IN THE MULTIVARIATE NORMAL CASE
    STEIN, C
    ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (04): : 1286 - 1287
  • [49] HOW MUCH DOES STEIN ESTIMATION HELP IN MULTIPLE LINEAR-REGRESSION
    JENNRICH, RI
    OMAN, SD
    TECHNOMETRICS, 1986, 28 (02) : 113 - 121
  • [50] James-Stein estimation problem for a multivariate normal random matrix and an improved estimator
    Liu, Xiaoqian
    Liu, Liangyuan
    Hu, Jianhua
    LINEAR ALGEBRA AND ITS APPLICATIONS, 2017, 532 : 231 - 256
12345