A Note on Comparing Stochastically Restricted Linear Estimators in a Regression Model

DOI10.1002/BIMJ.4710350112MaRDI QIDQ4310669zbMATH OpenOpenAlexFDO

Authors Götz Trenkler

Publication date 19 January 1995

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.4710350112

zbMATH Keywords

covariance matrix comparisonsminimum dispersion estimatornecessary and sufficient conditionstochastic restrictions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

• Linear Statistical Inference and its Applications

Cited in

(12)

• The generalized preliminary test estimator when different sets of stochastic restrictions are available
• On restricted linear estimation for regression in stochastic processes
• On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models
• The equalities of estimations under a general partitioned linear model and its stochastically restricted model
• scientific article; zbMATH DE number 5883914 (Why is no real title available?)
• Comparing Stochastically Restricted Linear Estimators in a Regression Model
• scientific article; zbMATH DE number 3992670 (Why is no real title available?)
• scientific article; zbMATH DE number 6796068 (Why is no real title available?)
• Some further remarks on a superiority problem in misspecified restricted singular linear models.
• A matrix approach to compare BLUEs under a linear regression model and its two competing restricted models with applications
• Dispersion matrix comparisons among estimators under two competing restricted linear regression models
• A note on comparing the unrestricted and restricted least-squares estimators

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