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Preliminary test and Stein estimations in simultaneous linear equations - MaRDI portal

Preliminary test and Stein estimations in simultaneous linear equations (Q665940)

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scientific article; zbMATH DE number 6012751
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English
Preliminary test and Stein estimations in simultaneous linear equations
scientific article; zbMATH DE number 6012751

    Statements

    Preliminary test and Stein estimations in simultaneous linear equations (English)
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    7 March 2012
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    balanced loss function
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    elliptically contoured distribution
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    preliminary testestimator
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    Stein-type shrinkage estimator
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    positive-rule shrinkage estimator
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    seemingly unrelated regression
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    stochastic constraints
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