Risk Comparison of Inequality Constrained Estimators in the Heteroscedastic Linear Model (Q4248155)

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scientific article; zbMATH DE number 1295331
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Risk Comparison of Inequality Constrained Estimators in the Heteroscedastic Linear Model
scientific article; zbMATH DE number 1295331

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    Risk Comparison of Inequality Constrained Estimators in the Heteroscedastic Linear Model (English)
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    31 October 1999
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    inequality constrained estimator
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    two-stage Aitken estimator
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    2SAE
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    INCLS estimator
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    inequality constrained 2SAE
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    heteroscedastic linear regression
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    pre-test estimator
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