18
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

Pre-Test type estimators for selection of simple normal models

&
Pages 31-48 | Received 07 Jan 1994, Published online: 20 Mar 2007

References

  • Berger , J.O. and Dey , D.K. 1983 . On truncation of shrinkage estimators in simultaneous estimation of normal means . Journal of the American Statistical Association , 78 : 865 – 869 .
  • Bickel , P.J. 1984 . Parametric robustness: small biases can be worthwhile . Annals of Statistics , 12 : 864 – 879 .
  • Bock , M.E. , Judge , G.G. and Yancey , T.A. 1973 . Some comments on estimation in regression after preliminary tests of significance . Journal of Econometrics , 1 : 191 – 200 .
  • Box , G.E.P. and Jenkins , G.M. 1976 . Time series analysis: Forecasting and control , San Francisco : Holden-Day .
  • Breiman , L. 1992 . The little bootstrap and other methods for dimensionality selection in regression: X-fixed prediction error . Journal of the American Statistical Association , 87 : 738 – 754 .
  • Dong , F. 1993 . On identification of active contrasts in unreplicated fractional factorials . Statistica Sinica , 3 : 209 – 217 .
  • Ghosh , M. and Dey , D.K. 1986 . On the inadmissibility of preliminary-test estimators when the loss .involves a complexity cost . Annals of the Institute of Statistical Mathematics , 38 : 419 – 427 .
  • Hill , R.C. and Judge , G.G. 1990 . Improved estimation under collinearity and squared error loss . Journal of Multivariate Analysis , 32 : 296 – 312 .
  • Judge , G.G. , Yi , G. , Yancey , T. and Terasvirta , T. 1987 . The extended Stein procedure for simultaneous model selection and parameter estimation . Journal of Econometrics , 35 : 375 – 391 .
  • Judge , G.G. , Hill , R.C. and Bock , M.E. 1990 . An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss . Journal of Econometrics , 44 : 189 – 213 .
  • Kempthorne , P.J. and Kempthorne , P.J. 1987a . Numerical specification of discrete least favourable prior distributions . Siam Journal of Scientific and Statistical Computing , 8 : 171 – 184 .
  • Kempthorne , P.J. 1987b . Estimating the mean of a normal distribution with loss equal to squared error plus complexity cost . Annals of Statistics , 15 : 1389 – 1400 .
  • Leonard , T. 1984 . Some data-analytic modifications to Bayes-Stein estimation . Annals of the Institute of Statistical Mathematics , 36 : 11 – 21 .
  • Lindsay , B.G. “ Properties of the maximum likelihood estimator of a mixing distribution ” . In Statistical distributions in scientific work Edited by: Patil , G.P. and Baldessari , B.A. 95 – 109 .
  • Linhart , H. and Zucchini , W. 1986 . Model Selection , New York : Wiley .
  • Meeden , G. and Arnold , B.C. 1979 . Admissibility of a preliminary test estimator when the loss incorporates a complexity cost . Journal of the American Statistical Association , 74 : 872 – 874 .
  • Sclove , S.L. , Morris , C. and Radhakrishnan , R. 1972 . Non optimality of preliminary-test estimators for the multinormal mean . Annals of Mathematical Statistics , 43 : 1481 – 1490 .
  • Simar , L. 1976 . Maximum likelihood estimation of a compound Poisson process . Annals of Statistics , 4 : 1200 – 1209 .
  • Venter , J.H. and Steel , S.J. 1993a . Simultaneous selection and estimation for the some zeros family of normal models . Journal of Statistical Computation and Simulation , 45 : 129 – 146 .
  • Venter , J.H. and Steel , S.J. “ Simultaneous selection and estimation of a simple normal model ” . In Statistics and Probability: a R. R. Bahadur Fertschrift Edited by: Ghosh , J.K. , Mitra , S.K. , Parthasarathy , K.R. and Rao , B.L.S. 551 – 564 .
  • Venter , J.H. and Steel , S.J. 1994 . A hypothesis testing approach towards identifying active con- trasts , Potchefstroom University . Unpublished manuscript, Department of Statistics

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.