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Nonparametric estimation of location parameter after a preliminary test on regression in the multivariate case |
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| Authors: | Pranab Kumar Sen AKMdEhsanes Saleh |
| Institution: | University of North Carolina, Chapel Hill, USA;Carleton University, Ottawa, Canada |
| 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: | 62G20 62H99 Asymptotic bias asymptotic dispersion matrix asymptotic relative efficiency asymptotic multi-normality nonparametric multivariate estimation preliminary test estimator |
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