Biased estimation in a simple multivariate regression model

Computational Statistics and Data Analysis

Volumn 45, Issue 4, 2004, Pages 689-696

  Ahmed, S E ^a   Krzanowski, W J ^b  

^a UNIVERSITY OF WINDSOR   (Canada)

^b UNIVERSITY OF EXETER   (United Kingdom)

Author keywords

Multivariate normal regression model; Quadratic bias and quadratic risk functions; Stein type and preliminary test estimators

Indexed keywords

COMPUTER SIMULATION; MATHEMATICAL MODELS; NUMERICAL ANALYSIS; PARAMETER ESTIMATION; VECTORS;

BIASED ESTIMATION; MULTIVARIATE REGRESSION MODELS; PARAMETER VECTORS;

REGRESSION ANALYSIS;

MULTIVARIATE ANALYSIS;

EID: 16544395909     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(03)00088-4     Document Type: Article

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