Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case

Pranab Kumar Sen and A. K. Md. Ehsanes Saleh

Journal of Multivariate Analysis, 1979, vol. 9, issue 2, 322-331

Abstract: 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.

Keywords: Asymptotic; bias; asymptotic; dispersion; matrix; asymptotic; relative; efficiency; asymptotic; multi-normality; nonparametric; multivariate; estimation; preliminary; test; estimator (search for similar items in EconPapers)
Date: 1979
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Citations: View citations in EconPapers (3)

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