Theory of preliminary test and Stein-type estimation with applications

By A. Saleh. 2006

323 citations recorded by the source corpus.

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The Coverage Properties of Confidence Regions After Model Selection (2009, background): “Saleh (2006) describes many situations where there is commonly uncertain prior information.”
Model averaging, asymptotic risk, and regressor groups (2014, background): “(26) As we discuss in the next section, under conditional homoskedasticity we have the simplifications Ω0 = Ω and Dm = Km, so Dm is a measure of the number of coeffi cients adjusting for heteroskedasticity.”
Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model (2012, methodology): “The quadratic risk function of the proposed estimators are routinely derived from Judge and Bock [1, Chapter 10], Liu [25] and Saleh [2] and lead Theorem 2.”