In this paper we propose shrinkage preliminarytest estimator (SPTE) of the coefficient vector in the multiplelinear regression model based on the size corrected Wald (W),likelihood ratio (LR) and Lagrangian multiplier (LM) tests.The correction factors used are those obtained from degrees...

The estimation of the slope parameter of two linear regression models with normal errors are considered, when it is suspected that the two lines are parallel. The uncertain prior information about the equality of slopes is presented by a null hypothesis and a coefficient of distrust on the null...

In Bayesian approach of statistical analyses we incorporate the prior information about the parameter of the model with the observed data. This prior information is in the form of a prior distribution of the parameter. If the prior information is available as a constant value of the parameter...

The estimation of the mean of an univariate normal population with unknown variance is considered when uncertain non-sample prior information is available. Alternative estimators are defined to incorporate both the sample as well as the non-sample information in the estimation process. Some of...

Improved James-Stein type estimation of the mean vector$\mbox{\boldmath $\mu$}$ of a multivariate Student-t population ofdimension p with $\nu$degrees of freedom is considered. In addition to the sample data, uncertain prior information on the value of the mean vector, in the form ofa null...