The non-optimality of interval restricted and pre-test estimators under squared error loss

DOI10.1080/03610929408831383zbMath0825.62213OpenAlexW2094705703MaRDI QIDQ4843683

Alan T. K. Wan

Publication date: 17 August 1995

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

Full work available at URL: https://doi.org/10.1080/03610929408831383

zbMATH Keywords

pre-testStein-ruleinterval restrictionpositive-part Stein-rule

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

Bayesian estimation of the linear regression model with an uncertain interval constraint on coefficients ⋮ 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 ⋮ Risk comparison of the inequality constrained least squares and other related estimators under balanced loss ⋮ Optimal pre-test estimators in regression

Uses Software

• NAG
• nag

Cites Work

• The bias of the least squares estimator over interval constraints
• The non-optimality of the inequality restricted estimator under squared error loss
• Mean square error and efficiency of the least squares estimator over interval constraints
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
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