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

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)

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Cites work

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• Comparison of k-Class Estimators When the Disturbances Are Small
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• Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression
• Predictive Performance of the Methods of Restricted and Mixed Regression Estimators

Cited in

(4)

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• Feasible generalized Stein-rule restricted ridge regression estimators
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• Predictive performance of linear regression models

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