Estimation of restricted regression model when disturbances are not necessarily normal

DOI10.1016/0167-7152(94)90140-6zbMath0787.62068OpenAlexW2069518584MaRDI QIDQ1314686

R. Karan Singh

Publication date: 7 March 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90140-6

zbMATH Keywords

mean squared errornon-normalitylinear restrictionsStein estimationrisk functionssmall sigma asymptoticsgeneral quadratic lossgeneral dominance conditionsrestricted regression estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (1)

A modified generalized mixed regression estimator when disturbances are nonnormal

Cites Work

• Comparison of k-Class Estimators When the Disturbances Are Small
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