The non-optimality of the inequality restricted estimator under squared error loss

DOI10.1016/0304-4076(84)90044-7zbMath0559.62099MaRDI QIDQ2266341

Robert Bohrer, Mary Ellen Bock, Thomas A. Yancey, George G. Judge

Publication date: 1984

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(84)90044-7

zbMATH Keywords

squared error loss; non-optimality; maximum likelihood inequality restricted estimator

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62P25: Applications of statistics to social sciences

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The non-optimality of interval restricted and pre-test estimators under squared error loss, Linear approximate Bayes estimator for regression parameter with an inequality constraint, A class of weighted multivariate distributions related to doubly truncated multivariate t-distribution, Shrinkage estimation towards a closed convex set with a smooth boundary, UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL, Wald, QLR, and score tests when parameters are subject to linear inequality constraints, Minimum mean-squared error estimation in linear regression with an inequality constraint, Testing inequality constraints in a linear regression model with spherically symmetric disturbances, A Class of Multivariate Bilateral SelectiontDistributions and Its Properties, A class of rectangle-screened multivariate normal distributions and its applications

Cites Work

• Pre-test estimation under squared error loss
• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
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