Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances
DOI10.1002/1521-4036(200008)42:4%3C481::AID-BIMJ481%3E3.0.CO;2-VzbMATH Open0963.62010OpenAlexW1980637018MaRDI QIDQ4518271FDOQ4518271
Authors: Anoop Chaturvedi, Alan T. K. Wan 
Publication date: 19 February 2001
Full work available at URL: https://doi.org/10.1002/1521-4036(200008)42:4%3C481::aid-bimj481%3E3.0.co;2-v
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Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)
Cites Work
- Estimation with quadratic loss.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
- Admissibility: Survey of a Concept in Progress
- The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
- Useful invariance results for generalized regression models
- Bounds for normal approximations to the distributions of generalized least squares predictors and estimators
Cited In (3)
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