The non-optimality of the inequality restricted estimator under squared error loss

DOI10.1016/0304-4076(84)90044-7zbMath0559.62099OpenAlexW1979601668MaRDI QIDQ2266341

Robert Bohrer, Mary Ellen Bock, Thomas A. Yancey, George G. Judge

Publication date: 1984

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(84)90044-7

zbMATH Keywords

squared error lossnon-optimalitymaximum likelihood inequality restricted estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to social sciences (62P25)

Related Items (max. 100)

UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL ⋮ A class of rectangle-screened multivariate normal distributions and its applications ⋮ Linear approximate Bayes estimator for regression parameter with an inequality constraint ⋮ The non-optimality of interval restricted and pre-test estimators under squared error loss ⋮ Wald, QLR, and score tests when parameters are subject to linear inequality constraints ⋮ Minimum mean-squared error estimation in linear regression with an inequality constraint ⋮ A class of weighted multivariate distributions related to doubly truncated multivariate t-distribution ⋮ A Class of Multivariate Bilateral SelectiontDistributions and Its Properties ⋮ Shrinkage estimation towards a closed convex set with a smooth boundary ⋮ Testing inequality constraints in a linear regression model with spherically symmetric disturbances

Cites Work

• Pre-test estimation under squared error loss
• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The non-optimality of the inequality restricted estimator under squared error loss