Preliminary test and Stein estimations in simultaneous linear equations (Q665940)

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scientific article; zbMATH DE number 6012751
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    Preliminary test and Stein estimations in simultaneous linear equations
    scientific article; zbMATH DE number 6012751

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      Preliminary test and Stein estimations in simultaneous linear equations (English)
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      7 March 2012
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      balanced loss function
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      elliptically contoured distribution
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      preliminary testestimator
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      Stein-type shrinkage estimator
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      positive-rule shrinkage estimator
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      seemingly unrelated regression
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      stochastic constraints
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