Estimation of linear models with nequal restrictions

DOI10.1111/J.1467-9574.1993.TB01416.XMaRDI QIDQ4272672zbMATH OpenOpenAlexFDO

Authors J. J. A. Moors, Hans van Houwelingen

Publication date 12 December 1993

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1993.tb01416.x

zbMATH Keywords

inadmissibleinequality constrained regressioninvariance principlelinear modelstruncated parameter space

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15) Point estimation (62F10) Parametric inference under constraints (62F30) Linear regression; mixed models (62J05)

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• Inadmissibility of Linearly Invariant Estimators in Truncated Parameter Spaces

Cited in

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• The exact density and distribution functions of the inequality constrained and pre-test estimators
• A consistent bootstrapped GMM estimator for the linear model with arbitrary inequality constraints on parameters
• Estimation accuracy of linear regression parameters with regard to inequalitiy constraints based on a truncated matrix of mean square errors of parameter estimates
• Minimum mean-squared error estimation in linear regression with an inequality constraint
• Inequality constrained ridge regression estimator
• Residual analysis for inequality-constrained regression
• An admissible minimax estimator of a lower-bounded scale parameter under squared-log error loss function
• scientific article; zbMATH DE number 3846637 (Why is no real title available?)
• scientific article; zbMATH DE number 3852281 (Why is no real title available?)
• scientific article; zbMATH DE number 5122655 (Why is no real title available?)
• Estimation with inequality constraints on parameters and truncation of the sampling distribu\-tion
• Inequality-constrained regression with unknown variance
• scientific article; zbMATH DE number 3942698 (Why is no real title available?)
• A note on the computation of inequality constrained least squares estimates
• scientific article; zbMATH DE number 4076418 (Why is no real title available?)
• scientific article; zbMATH DE number 4078544 (Why is no real title available?)
• scientific article; zbMATH DE number 90596 (Why is no real title available?)
• scientific article; zbMATH DE number 1995713 (Why is no real title available?)
• Inference in linear models with inequality constrained parameters
• scientific article; zbMATH DE number 2135708 (Why is no real title available?)
• Minimax estimation of a lower‐bounded scale parameter of a gamma distribution for scale‐invariant squared‐error loss
• scientific article; zbMATH DE number 892127 (Why is no real title available?)
• scientific article; zbMATH DE number 897944 (Why is no real title available?)
• scientific article; zbMATH DE number 232269 (Why is no real title available?)
• Imposing parameter inequality restrictions using the principle of maximum entropy
• Constructing a monotonic quadratic objective function in \(n\) variables from a few two-dimensional indifferences.
• On new variance approximations for linear models with inequality constraints
• Methods for improving estimators of truncated circular parameters
• A transformation of the inequality-constrained linear model
• On inequality constrained generalized least-squares estimation

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