Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances (Q4518271)
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scientific article; zbMATH DE number 1532889
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| English | Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances |
scientific article; zbMATH DE number 1532889 |
Statements
19 February 2001
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inadmissibility
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feasible generalized least squares
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AR(1) disturbances
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dominance
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squared error loss
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Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances (English)
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0.7704089879989624
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0.7526010870933533
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0.7509602904319763
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0.7509602904319763
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