Simultaneous estimation in a restricted linear model
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Publication:1364667
DOI10.1006/jmva.1997.1657zbMath0877.62068OpenAlexW2077381074MaRDI QIDQ1364667
Miguel A. Fernández, Bonifacio Salvador, Cristina Rueda
Publication date: 28 August 1997
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1997.1657
mean squared errorstochastic orderingrestricted estimatorsimultaneous estimationuniversal domination
Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Paired and multiple comparisons; multiple testing (62J15)
Related Items (4)
A fast algorithm for non-negativity model selection ⋮ Simultaneous estimation by isotonic regression ⋮ Concentration probabilities for restricted and unrestricted MLEs ⋮ Bootstrap adjusted estimators in a restricted setting
Cites Work
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- Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
- Quadratic loss of order restricted estimators for treatment means with a control
- Stochastic reduction of loss in estimating normal means by isotonic regression
- The quadratic loss of isotonic regression under normality
- The multivariate normal distribution
- Confidence interval estimation subject to order restrictions
- A One-Sided Studentized Range Test for Testing Against a Simple Ordered Alternative
- Reduction of risk using restricted estimators
- Estimation of the Last Mean of a Monotone Sequence
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