On Preliminary Test and Shrinkage $M$-Estimation in Linear Models
نویسندگان
چکیده
منابع مشابه
Shrinkage Preliminary Test Estimation under a Precautionary Loss Function with Applications on Records and Censored Ddata
Shrinkage preliminary test estimation in exponential distribution under a precautionary loss function is considered. The minimum risk-unbiased estimator is derived and some shrinkage preliminary test estimators are proposed. We apply our results on censored data and records. The relative efficiencies of proposed estimators with respect to the minimum ‎risk-unbiased‎&...
متن کاملON HADAMARD DIFFERENTIABILITY AND M-ESTIMATION IN LINEAR MODELS by
Robust (M-) estimation in linear models generally involves statistical functional processes. For drawing statistical conclusions (in large samples), some (uniform) linear approximations are usually needed for such functionals. In this context, the role of Hadamard differentiability is critically examined in this dissertation. In particular, the concept of the second-order Hadamard differenti-ab...
متن کاملRobust Estimation in Linear Regression with Molticollinearity and Sparse Models
One of the factors affecting the statistical analysis of the data is the presence of outliers. The methods which are not affected by the outliers are called robust methods. Robust regression methods are robust estimation methods of regression model parameters in the presence of outliers. Besides outliers, the linear dependency of regressor variables, which is called multicollinearity...
متن کاملAbsolute Penalty and Shrinkage Estimation Strategies in Linear and Partially Linear Models
In this dissertation we studied asymptotic properties of shrinkage estimators, and compared their performance with absolute penalty estimators (APE) in linear and partially linear models (PLM). A robust shrinkage M-estimator is proposed for PLM, and asymptotic properties are investigated, both analytically and through simulation studies. In Chapter 2, we compared the performance of shrinkage an...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1987
ISSN: 0090-5364
DOI: 10.1214/aos/1176350611