Estimating the error variance after a pre-test for an inequality restriction on the coefficients (Q1918229)
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scientific article; zbMATH DE number 906689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the error variance after a pre-test for an inequality restriction on the coefficients |
scientific article; zbMATH DE number 906689 |
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Estimating the error variance after a pre-test for an inequality restriction on the coefficients (English)
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5 September 1996
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optimal critical values
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error variance
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inequality restriction
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regression error variance
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preliminary test of an inequality constraint
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exact finite sample risk
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maximum likelihood
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least squares
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minimum mean squared error component estimators
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minimax regret criterion
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robustness
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model misspecification
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