Pre-test estimation in the linear regression model with competing restrictions

DOI10.1016/0024-3795(94)90468-5zbMath0804.62060MaRDI QIDQ1338497

Götz Trenkler, Pawel R. Pordzik

Publication date: 19 January 1995

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(94)90468-5

zbMATH Keywords

optimality; pre-test estimator; restricted least squares estimators; dominance condition; mean squared error matrix comparison; not necessarily exact linear restrictions; two stage procedure

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

Related Items

Mean squared error matrix comparisons between biased estimators — An overview of recent results

Cites Work

• Preliminary test estimation of a vector of parametric functions in the general Gauss--Markov model
• Nonnegative and positive definiteness of matrices modified by two matrices of rank one
• On comparing restricted least squares estimators
• Pre-test procedures and forecasting in the regression model under restrictions
• Some comments on estimation in regression after preliminary tests of significance
• Superiority comparisons of heterogeneous linear estimators
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• Comparisons among regression estimators under the generalized mean square error criterion
• The Statistical Consequences of Preliminary Test Estimators in Regression
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
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