In this paper, we establish three identities which play a crucial role in deriving the asymptotic distributional risk function and the asymptotic distributional bias of a large class of estimators of a matrix parameter. In particular, we generalize the results in Judge and Bock (The statistical...

We consider improved estimation strategies for a two-parameter inverse Gaussian distribution and use a shrinkage technique for the estimation of the mean parameter. In this context, two new shrinkage estimators are suggested and demonstrated to dominate the classical estimator under the...

The preliminary test ridge regression estimators (P T R R E) based on the Wald (W), Likelihood Ratio (L R) and Lagrangian Multiplier (L M) tests for estimating the regression parameters has been considered in this paper. Here we consider the multiple regression model with student t error...