Article-Journal

Improved robust ridge M-estimation
It is developed that non-sample prior information about regression vector-parameter, usually in the form of constraints, improves the …
Mina Norouzirad, Mohammad Arashi, S. Ejaz Ahmed
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On shrinkage and selection of treatments ANOVA model
This paper considers the estimation of the parameters of an ANOVA model when sparsity is suspected. Accordingly, we consider the least …
A. K. Md. Ehsanes Saleh, Mohammad Arashi, Mina Norouzirad, B. M. Golam Kibria
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Studying the performance of shrinkage estimators in penalized multiple models with L1 norm
Penalized estimators for estimating regression parameters have been considered by many authors for many decades. Penalized regression …
Mina Norouzirad, Mohammad Arashi
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Singular ridge regression with stochastic constraints
Mohammad Arashi, Majid Janfada, Mina Norouzirad
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Bayesian analysis in multivariate regression models with conjugate priors
In this paper, we consider the full rank multivariate regression model with matrix elliptically contoured distributed errors. We …
Mohammad Arashi, Anis Iranmanesh, Mina Norouzirad, Hashem Salarzadeh Jenatabadi
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Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
Recently, Liu (1993) estimator draws an important attention to estimate the regression parameters for an ill-conditioned linear …
Mohammad Arashi, B. M. Golam Kibria, Mina Norouzirad, Saralees Nadarajah
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A note on loss estimation
Mina Norouzirad, Mohammad Arashi
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