Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances

journal contribution

posted on 2025-09-10, 01:22 authored by Anoop Chaturvedi, Suchita Gupta, Ishaq BhattiIshaq Bhatti

<p dir="ltr">No description supplied.</p>

History

Publication Date

2012-02-01

Journal

Journal of Multivariate Analysis

Volume

104

Issue

1

Pagination

140-158

Publisher

Elsevier

ISSN

0047-259X

Rights Statement

© 2011 Elsevier Inc. All rights reserved.

Publisher DOI

https://doi.org/10.1016/j.jmva.2011.07.005

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Keywords

Asymptotic distribution Linear models Non-spherical disturbances Shrinkage estimator Confidence ellipsoid Concentration probability Expected volume

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