NONPARAMETRIC ESTIMATION OF LOCATION PARAMETER AFTER A PRELIMINARY TEST ON REGRESSION IN THE MULTIVARIATE CASE

被引：20

作者：

SEN, PK ^{[1
]}

SALEH, AKME ^{[1
]}

机构：

[1] CARLETON UNIV, OTTAWA K1S 5B6, ONTARIO, CANADA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1979年 / 9卷 / 02期

关键词：

Asymptotic bias; asymptotic dispersion matrix; asymptotic multi-normality; asymptotic relative efficiency; nonparametric multivariate estimation; preliminary test estimator;

D O I：

10.1016/0047-259X(79)90089-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For a simple multivariate regression model, nonparametric estimation of the (vector of) intercept following a preliminary test on the regression vector is considered. Along with the asymptotic distribution of these estimators, their asymptotic bias and dispersion matrices are studied and allied efficiency results are presented. © 1979.

引用

页码：322 / 331

页数：10