Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators

DOI10.1080/03610928708829386zbMath0609.62045OpenAlexW2022863519MaRDI QIDQ3749918

Lonnie Magee

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/03610928708829386

zbMATH Keywords

asymptotic mean square errorlinear regressionnon-centrality parametersasymptotic risk criteriarestricted and unrestricted maximum likelihood estimatorsspecification test statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Cites Work

• Optimal critical regions for pre-test estimators using a Bayes risk criterion
• Superiority comparisons of heterogeneous linear estimators
• A Remark on Hausman's Specification Test
• Specification Tests in Econometrics
• Multicollinearity and the Mean Square Error of Alternative Estimators
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Errors in Variables

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