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1-4 of 4 results for shrinkage restricted and preliminary test estimators

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Select article: Shrinkage estimation of the slope parameters of two parallel regression lines under uncertain prior information

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Research article

First published 2006-8

Shrinkage estimation of the slope parameters of two parallel regression lines under uncertain prior information

Shahjahan Khan

Model Assisted Statistics and Applications

Select article: Quasi-Empirical Bayes Methods of Estimation in Arma ( p,q ) Models with Vague Prior Information on MA( q ) 1

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Research article

First published 2006-3

Quasi-Empirical Bayes Methods of Estimation in Arma ( p,q ) Models with Vague Prior Information on MA( q ) 1

M. Ould Haye, A. K. Md. E. Saleh

Calcutta Statistical Association Bulletin

Select article: Performance of Positive Rule Estimator in the Ill-Conditioned Gaussian Regression Model

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Research article

First published 2004-9

Performance of Positive Rule Estimator in the Ill-Conditioned Gaussian Regression Model

B. M. Golam Kibria, A. K. MD. E. Saleh

Calcutta Statistical Association Bulletin

Select article: Estimation of the Mean Vector of a Multivariate Elliptically Contoured Distribution

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Research article

First published 2010-9

Estimation of the Mean Vector of a Multivariate Elliptically Contoured Distribution

A.K. Md. E. Saleh, B.M. Golam Kibria

Calcutta Statistical Association Bulletin

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