Predictive Performance of the Improved Estimators with Exact Restrictions in Linear Regression Models

DOI10.1080/01966324.2008.10737736zbMATH Open1175.62022OpenAlexW2089076239WikidataQ58117377 ScholiaQ58117377MaRDI QIDQ5324079FDOQ5324079

Authors: Manoj Kumar, N. Mishra, Rajinder Gupta 

Publication date: 3 August 2009

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.2008.10737736

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zbMATH Keywords

least squares estimatorimproved estimatorsexact linear restrictionsrestricted least squares estimator

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Cites Work

• Title not available (Why is that?)
• Comparison of k-Class Estimators When the Disturbances Are Small
• Predictive Performance of the Methods of Restricted and Mixed Regression Estimators
• Improved Predictions in Linear Regression Models with Stochastic Linear Constraints
• Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression

Cited In (3)

• Feasible generalized Stein-rule restricted ridge regression estimators
• Improvement on single-shrinkage predictors under restricted location parameters
• Title not available (Why is that?)

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