Stein-type improvement under stochastic constraints : Use of multivariate Student-t model in regression
- Author
- ARASHI, M1 ; TABATABAEY, S. M. M1
[1] Department of Statistics, School of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran, Islamic Republic of - Source
Statistics & probability letters. 2008, Vol 78, Num 14, pp 2142-2153, 12 p ; ref : 1/2 p
- CODEN
- SPLTDC
- ISSN
- 0167-7152
- Scientific domain
- Mathematics
- Publisher
- Elsevier, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Keyword (fr)
- Analyse multivariable Estimation erreur Fonction perte Fonction poids Fonction quadratique Loi Student Loi n variables Modèle multiplicatif Modèle régression Modèle économique Méthode statistique Observation aberrante Queue lourde Robustesse estimateur Régression multiple Test hypothèse Test préliminaire Théorie probabilité Valeur extrême 60G70 62G32 62H10 62H30 Estimateur rétrécissement Loi vectorielle Perte quadratique Régression multivariable
- Keyword (en)
- Multivariate analysis Error estimation Loss function Weight function Quadratic function Student distribution Multivariate distribution Multiplicative model Regression model Economic model Statistical method Outlier Heavy tail Estimator robustness Multiple regression Hypothesis test Preliminary test Probability theory Extreme value Shrinkage estimator Vector distribution Quadratic loss Multivariate regression
- Keyword (es)
- Análisis multivariable Estimación error Función pérdida Función peso Función cuadrática Ley Student Ley n variables Modelo multiplicativo Modelo regresión Modelo económico Método estadístico Observación aberrante Cola pesada Robustez estimador Regresión múltiple Test hipótesis Test preliminar Teoría probabilidad Valor extremo
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01A General topics
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20675672
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.spl.2008.02.003 
https://dx.doi.org/10.1016/j.spl.2008.02.003
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