Comparing Stochastically Restricted Linear Estimators in a Regression Model

DOI10.1002/BIMJ.4710310309MaRDI QIDQ3033141zbMATH OpenOpenAlexFDO

Authors Erkki P. Liski

Publication date 1989

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.4710310309

zbMATH Keywords

deterministicstochastic restrictionscovariance matrix comparisonsminimum dispersion estimatorminimum dispersion linear estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3617410 (Why is no real title available?)
• Linear Statistical Inference and its Applications

Cited in

(13)

• Superiority comparisons of heterogeneous linear estimators
• Dispersion matrix comparisons among estimators under two competing restricted linear regression models
• Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression
• A note on comparing the unrestricted and restricted least-squares estimators
• scientific article; zbMATH DE number 1054388 (Why is no real title available?)
• A Note on Comparing Stochastically Restricted Linear Estimators in a Regression Model
• Assessing Nonsuperiority, Noninferiority, or Equivalence When Comparing Two Regression Models Over a Restricted Covariate Region
• 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 generalized preliminary test estimator when different sets of stochastic restrictions are available
• The equalities of estimations under a general partitioned linear model and its stochastically restricted model
• A matrix approach to compare BLUEs under a linear regression model and its two competing restricted models with applications
• Optimal comparison of misspecified moment restriction models under a chosen measure of fit

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