Risk Comparison of Inequality Constrained Estimators in the Heteroscedastic Linear Model

DOI10.1111/1467-842X.00019MaRDI QIDQ4248155zbMATH OpenFDO

Authors Hikaru Hasegava

Publication date 31 October 1999

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-842X.00019

zbMATH Keywords

2SAEheteroscedastic linear regressionINCLS estimatorinequality constrained 2SAEinequality constrained estimatorpre-test estimatortwo-stage Aitken estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Recommendations

• Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
• Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
• Risk comparison of some shrinkage M-estimators in linear models
• Inequality constrained ridge regression estimator
• scientific article; zbMATH DE number 1240597
• Superiority comparisons of heterogeneous linear estimators
• Linear regression analysis with inequality constraints on the regression parameters via empirical likelihood

Cited in

(4)

• The exact density and distribution functions of the inequality constrained and pre-test estimators
• On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
• Minimum mean-squared error estimation in linear regression with an inequality constraint
• Risk comparison of the inequality constrained least squares and other related estimators under balanced loss

This page was built for publication: Risk Comparison of Inequality Constrained Estimators in the Heteroscedastic Linear Model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4248155)