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Journal of Statistical Theory and Practice

, Volume 7, Issue 3, pp 505–514 | Cite as

Estimation of Regression Coefficient of a Selected Population

  • Aditi Kar Gangopadhyay
  • Praveen Kulshreshtha
  • Monika Verma
Article

Abstract

Estimation of parameters of a selected population is a very well-studied problem. To date all researchers have discussed the problem of estimation of either the location parameters or the scale parameters of the selected population(s). In this article this problem is extended to the problem of estimation of the regression coefficient of the selected bivariate population. For two linear regression models it is demonstrated that the problem of estimation of the regression coefficient of the selected regression line can be reduced to the problem of estimation of the mean of the selected population as studied by Dahiya (1974). These theoretical results are applied in portfolio theory and corporate finance. It is our expectation that development of theoretical results in this direction will enhance the applicability of the results on estimation after selection.

Keywords

Regression coefficient Estimation after selection Brewster-Zidek technique 

2010 AMS subject classification

62F10 62C15 

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Copyright information

© Grace Scientific Publishing 2013

Authors and Affiliations

  • Aditi Kar Gangopadhyay
    • 1
  • Praveen Kulshreshtha
    • 2
  • Monika Verma
    • 1
  1. 1.Department of MathematicsIndian Institute of TechnologyRoorkeeIndia
  2. 2.Department of Humanities and Social SciencesIndian Institute of TechnologyKanpurIndia

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