On construction of improved estimators in multiple-design multivariate linear models under general restriction

DOI10.1007/BF01856540zbMath0852.62053OpenAlexW2139184484MaRDI QIDQ1915250

Yanyan Li

Publication date: 12 November 1996

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01856540

zbMATH Keywords

shrinkage estimatorlocal alternativesgeneralized least squares estimatorseemingly unrelated regression modelpositive-rule shrinkage estimatorKubokawa-type shrinkage estimatorquadratic risks

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Cites Work

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