Estimation of restricted regression model when disturbances are not necessarily normal (Q1314686)
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scientific article; zbMATH DE number 503653
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| English | Estimation of restricted regression model when disturbances are not necessarily normal |
scientific article; zbMATH DE number 503653 |
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Estimation of restricted regression model when disturbances are not necessarily normal (English)
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7 March 1994
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Stein estimation
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small sigma asymptotics
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mean squared error
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linear restrictions
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risk functions
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general quadratic loss
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non-normality
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general dominance conditions
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restricted regression estimator
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0.8417119383811951
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0.8402340412139893
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0.8204168081283569
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0.8151307702064514
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