Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances
type: Item
instance of: scholarly article
zbMATH Open document ID: 0963.62010
author: Anoop Chaturvedi
author: Alan T. K. Wan
publication date: 2001-02-19T00:00:00Z
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 1532889
zbMATH Keywords: inadmissibility
zbMATH Keywords: feasible generalized least squares
zbMATH Keywords: AR(1) disturbances
zbMATH Keywords: dominance
zbMATH Keywords: squared error loss
MaRDI profile type: MaRDI publication profile
cites work: Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
cites work: Useful invariance results for generalized regression models
cites work: Q3185327
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cites work: The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
cites work: Bounds for normal approximations to the distributions of generalized least squares predictors and estimators
cites work: Admissibility: Survey of a Concept in Progress
cites work: Q4040694
OpenAlex ID: W1980637018
title: Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances
DOI: 10.1002/1521-4036(200008)42:4%3C481::AID-BIMJ481%3E3.0.CO;2-V
full work available at URL: https://doi.org/10.1002/1521-4036(200008)42:4%3C481::aid-bimj481%3E3.0.co
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description: scientific article; zbMATH DE number 1532889