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

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.

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Year of publication:	1979
Authors:	Sen, Pranab Kumar ; Saleh, A. K. Md. Ehsanes
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 2, p. 322-331
Publisher:	Elsevier
Keywords:	Asymptotic bias asymptotic dispersion matrix asymptotic relative efficiency asymptotic multi-normality nonparametric multivariate estimation preliminary test estimator

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005152825