Mean square error and efficiency of the least squares estimator over interval constraints

DOI10.1080/03610928708829375zbMath0609.62107OpenAlexW2073118879MaRDI QIDQ3749972

Bradley Skarpness, Luis A. Escobar

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/03610928708829375

zbMATH Keywords

efficiencymean square errorINCLSinterval constrained least squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (6)

Bayesian estimation of the linear regression model with an uncertain interval constraint on coefficients ⋮ Bayesian estimator of the linear regression model with an interval constraint on coefficients ⋮ The non-optimality of interval restricted and pre-test estimators under squared error loss ⋮ Estimating the error variance after a pre-test for an interval restriction on the coefficients ⋮ Use of prior information in the form of interval constraints for the improved estimation of linear regression models with some missing responses ⋮ A minimum discrimination information estimator of preliminary conjectured normal variance

Cites Work

• Unnamed Item
• Econometric Estimation with Temporally Dependent Disturbance Terms
• M31. Least squares solutions over interval restrictions

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