On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk

DOI10.1007/BF02934637zbMath0938.62072OpenAlexW1976460459MaRDI QIDQ1962773

Pawel R. Pordzik

Publication date: 13 June 2000

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02934637

zbMATH Keywords

Gauss-Markov modelpreliminary test estimation

Mathematics Subject Classification ID

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

Cites Work

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• Preliminary test estimation of a vector of parametric functions in the general Gauss--Markov model
• Inverse-partitioned-matrix method for the general Gauss-Markov model with linear restrictions
• A note on comparing the unrestricted and restricted least-squares estimators
• Implied linear restrictions in the general Gauss-Markov model
• Mean square error tests for restrictions in singular linear models
• Nonnegative definite and positive definite solutions to the matrix equationAXA^*=B
• Hermitian and Nonnegative Definite Solutions of Linear Matrix Equations
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression

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