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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

Stein rule prediction of the composite target function in a general linear regression model

Chaturvedi, Anoop; Singh, Shri Prakash - In: Statistical papers 41 (2000) 3, pp. 359-367

Persistent link: https://www.econbiz.de/10001497702

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

Performance of the 2SHI estimator under the generalised Pitman nearness criterion

Tran-van-Hoa; Chaturvedi, Anoop - 1999

Persistent link: https://www.econbiz.de/10001378278

Improved estimation in the restricted regression model with non-spherical disturbances

Chaturvedi, Anoop - In: Journal of quantitative economics : official journal of … 12 (1996) 1, pp. 115-123

Persistent link: https://www.econbiz.de/10001220330

Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances

Chaturvedi, Anoop; Hasegawa, Hikaru; Chaturvedi, Ajit; … - In: Econometric theory 13 (1997) 3, pp. 406-429

Persistent link: https://www.econbiz.de/10006998059

Improved estimation in the restricted regression model with non-spherical disturbances

Chaturvedi, Anoop; Shukla, Govind - In: Journal of quantitative economics : journal of the … 12 (1996) 1, pp. 115-123

Persistent link: https://www.econbiz.de/10009927250

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

Modeling Asean countries' exports and unit root testing : a Bayesaian approach

Chaturvedi, Anoop; Kumar, Jitendra - In: Asian African journal of economics and econometrics 10 (2010) 2, pp. 435-443

Persistent link: https://www.econbiz.de/10009904195

Bayesian inference of a dynamic linear model with Edgeworth series disturbances

Chaturvedi, Anoop; Wan, Alan T. K.; Zou, Guohua - In: Handbook of applied econometrics and statistical inference, (pp. 423-441). 2002

Persistent link: https://www.econbiz.de/10001701986