On construction of improved estimators in multiple-design multivariate linear models under general restriction
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Publication:1915250
DOI10.1007/BF01856540zbMath0852.62053MaRDI QIDQ1915250
Publication date: 12 November 1996
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01856540
shrinkage estimator; local alternatives; generalized least squares estimator; seemingly unrelated regression model; positive-rule shrinkage estimator; Kubokawa-type shrinkage estimator; quadratic risks
62H12: Estimation in multivariate analysis
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models
62F30: Parametric inference under constraints
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