Minimum mean-squared error estimation in linear regression with an inequality constraint

DOI10.1016/S0378-3758(99)00172-XzbMath0964.62056MaRDI QIDQ1973322

Alan T. K. Wan, Kazuhiro Ohtani

Publication date: 14 December 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Stein-rule estimatorsufficient conditioninequality constraintquadratic lossminimum MSE estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Related Items

MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator, Linear approximate Bayes estimator for regression parameter with an inequality constraint, Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances, Estimating the error variance after a pre-test for an interval restriction on the coefficients, Testing inequality constraints in a linear regression model with spherically symmetric disturbances

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