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Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
Chaturvedi, Anoop; Gupta, Suchita; Bhatti, M. Ishaq - In: Journal of Multivariate Analysis 104 (2012) 1, pp. 140-158
This paper considers a general family of Stein rule estimators for the coefficient vector of a linear regression model with nonspherical disturbances, and derives estimators for the Mean Squared Error (MSE) matrix, and risk under quadratic loss for this family of estimators. The confidence...
Persistent link: https://www.econbiz.de/10009292523
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On the duble [double] k-class estimators in linear regression
Chaturvedi, Anoop; Bhatti, Muhammad Ishaq - In: Journal of quantitative economics : official journal of … 14 (1998) 1, pp. 53-58
Persistent link: https://www.econbiz.de/10001444735
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On the duble [double] k-class estimators in linear regression
Chaturvedi, Anoop; Bhatti, M. Ishaq - In: Journal of quantitative economics : journal of the … 14 (1998) 1, pp. 53-58
Persistent link: https://www.econbiz.de/10009927281
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Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Jaiswal, Shivam; Chaturvedi, Anoop; Bhatti, Muhammad Ishaq - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10013334612