Estimation of restricted regression model when disturbances are not necessarily normal

DOI10.1016/0167-7152(94)90140-6MaRDI QIDQ1314686zbMATH OpenOpenAlexFDO

Authors R. Karan Singh

Publication date 7 March 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)90140-6

zbMATH Keywords

general dominance conditionsgeneral quadratic losslinear restrictionsmean squared errornon-normalityrestricted regression estimatorrisk functionssmall sigma asymptoticsStein estimation

Mathematics Subject Classification ID

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

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Cites work

• Comparison of k-Class Estimators When the Disturbances Are Small
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• scientific article; zbMATH DE number 3271181 (Why is no real title available?)

Cited in

(9)

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• Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
• STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES
• The non-optimality of interval restricted and pre-test estimators under squared error loss
• A generalized class of shrinkage estimators in linear regression when disturbances are not normal
• Robust estimation in restricted linear regression
• Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors

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