scientific article

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

inequality restrictions heteroskedasticity nonnormality inequality-restricted estimates inequality-restricted least squares Stein family of estimators Stein- rule estimator testing inequality restrictions testing restrictions on the boundary of the parameter space transformed parameters untransformed parameters

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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