The non-optimality of interval restricted and pre-test estimators under squared error loss
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Publication:4843683
DOI10.1080/03610929408831383zbMath0825.62213MaRDI QIDQ4843683
Publication date: 17 August 1995
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929408831383
62-XX: Statistics
Related Items
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss, Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances, Estimating the error variance after a pre-test for an interval restriction on the coefficients, Bayesian estimation of the linear regression model with an uncertain interval constraint on coefficients, Optimal pre-test estimators in regression
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Cites Work
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- The bias of the least squares estimator over interval constraints
- The non-optimality of the inequality restricted estimator under squared error loss
- Mean square error and efficiency of the least squares estimator over interval constraints
- Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
- On the Admissibility of Invariant Estimators of One or More Location Parameters
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution