Simultaneous estimation in a restricted linear model

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

zbMATH Keywords

mean squared errorstochastic orderingrestricted estimatorsimultaneous estimationuniversal domination

Mathematics Subject Classification ID

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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