Risk Comparison of Inequality Constrained Estimators in the Heteroscedastic Linear Model

DOI10.1111/1467-842X.00019MaRDI QIDQ4248155zbMATH OpenFDO

Authors Hikaru Hasegava

Publication date 31 October 1999

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

pre-test estimatorinequality constrained estimatortwo-stage Aitken estimatorheteroscedastic linear regression2SAEINCLS estimatorinequality constrained 2SAE

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cited in

(3)

• Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
• Minimum mean-squared error estimation in linear regression with an inequality constraint
• On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss

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