Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances

DOI10.1016/0304-4076(77)90009-4zbMath0373.62037OpenAlexW2121064986MaRDI QIDQ1244773

Marjorie B. McElroy

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10161/1896

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites Work

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• On a Theorem of Pitman
• Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound
• The Statistical Consequences of Preliminary Test Estimators in Regression
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Weaker Criteria and Tests for Linear Restrictions in Regression

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