Pre-test estimation in the linear regression model with competing restrictions

DOI10.1016/0024-3795(94)90468-5zbMath0804.62060OpenAlexW1999226464MaRDI QIDQ1338497

Pawel R. Pordzik, Götz Trenkler

Publication date: 19 January 1995

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(94)90468-5

zbMATH Keywords

optimalitypre-test estimatorrestricted least squares estimatorsdominance conditionmean squared error matrix comparisonnot necessarily exact linear restrictionstwo stage procedure

Mathematics Subject Classification ID

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

Related Items (1)

Mean squared error matrix comparisons between biased estimators — An overview of recent results

Cites Work

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• Comparisons among regression estimators under the generalized mean square error criterion
• The Statistical Consequences of Preliminary Test Estimators in Regression
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation

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