Improved nonparametric estimation of location vectors in multivariate regression models

被引:13
作者
Ahmed, SE [1 ]
Saleh, AKME
机构
[1] Univ Regina, Dept Math & Stat, Regina, SK S4S 0A2, Canada
[2] Carleton Univ, Dept Math & Stat, Ottawa, ON K1S 5B6, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
rank order estimators; asymptotic bias; asymptotic distributional risk; nonparametric multivariate estimation; shrinkage estimators; preliminary test estimators; local alternatives;
D O I
10.1080/10485259908832775
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
Nonparametric estimation of the location parameter vector is considered when uncertain prior information (UPI) about the regression parameters is available. The asymptotic properties of shrinkage and preliminary test estimators using quadratic loss function are appraised. It is demonstrated that the positive-rule estimator asymptotically dominates the usual Stein-type estimator. However, both shrinkage estimators are superior to the usual estimators. The relative dominance picture of the estimators is presented analytically as well as graphically.
引用
收藏
页码:51 / 78
页数:28
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