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...

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>

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...

Stein-rule and other improved estimators have scarcely been used in empirical work. One major reason is that it is not easy to obtain precision measures for these estimators. In this paper, we derive unbiased estimators for both the mean squared error (MSE) and the scaled MSE matrices of a class...