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

โœ Scribed by Pranab Kumar Sen; A.K.Md.Ehsanes Saleh


Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
440 KB
Volume
9
Category
Article
ISSN
0047-259X

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## Abstract Consider the two linear regression models of __Y__~__ij__~ on __X__~__ij__~, namely __Y__~__ij__~ = ฮฒ~__io__~ + ฮฒ~__ij__~, __X__~__ij__~ + __E__~__ij__~ = 1, 2,โ€ฆ, __n__~__i__~, __i__ = 1, 2, where __E__~__ij__~ are assumed to be normally distributed with zero mean and common unknown var