In this present paper, considering a linear regression model with nonspherical disturbances, improved confidence sets for the regression coefficients vector are developed using the Stein rule estimators. We derive the large-sample approximations for the coverage probabilities and the expected...

The present article considers Bayesian unit root test for autoregressive model involving structural break in variance. The posterior odds ratio for testing of unit root hypothesis against the alternative of break in variance has been derived under appropriate prior assumptions for the...

The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two-step approach is employed to derive the conditional type-II maximum likelihood (ML-II) posterior distribution of the coefficients and individual effects. The ML-II posterior...

The paper develops a general Bayesian framework for robust linear static panel data models using epsilon-contamination. A two-step approach is employed to derive the conditional type II maximum likelihood (ML-II) posterior distribution of the coefficients and individual effects. The ML-II...

The main objective of present paper is to consider robust Bayesian analysis of the Weibull failure model under an <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\varepsilon $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi mathvariant="italic">ε</mi> </math> </EquationSource> </InlineEquation>-contamination class of priors for the parameters. The Bayes estimators for the mean life, reliability function and failure rate are obtained under the...</equationsource></equationsource></inlineequation>

In this article, a family of feasible generalized double k-class estimator in a linear regression model with non-spherical disturbances is considered. The performance of this estimator is judged with feasible generalized least-squares and feasible generalized Stein-rule estimators under balanced...