Risk Comparison of Inequality Constrained Estimators in the Heteroscedastic Linear Model
DOI10.1111/1467-842X.00019zbMATH Open0923.62076MaRDI QIDQ4248155FDOQ4248155
Authors: Hikaru Hasegava
Publication date: 31 October 1999
Published in: Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics (Search for Journal in Brave)
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Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)
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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