On the admissibility of restricted least squares estimators

DOI10.1080/03610928408805146zbMath0553.62008OpenAlexW2109022222MaRDI QIDQ3347094

Roger K. Conway, Ron C. Mittelhammer

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408805146

zbMATH Keywords

linear modelStein-type estimatorparameter space dimensionpredictive squared error riskrestricted least squares (RLS) estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items (2)

Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints ⋮ STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES

Cites Work

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• Estimation of parameters in a linear model
• The foundations of statistics - are there any?
• All Admissible Linear Estimates of the Mean Vector
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Linear Statistical Inference and its Applications

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