Pre-test estimation in the linear regression model with competing restrictions

DOI10.1016/0024-3795(94)90468-5zbMath0804.62060MaRDI QIDQ1338497

Götz Trenkler, Pawel R. Pordzik

Publication date: 19 January 1995

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(94)90468-5

zbMATH Keywords

optimality; pre-test estimator; restricted least squares estimators; dominance condition; mean squared error matrix comparison; not necessarily exact linear restrictions; two stage procedure

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

Related Items

Mean squared error matrix comparisons between biased estimators — An overview of recent results

Cites Work

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