Predictive Performance of the Improved Estimators with Exact Restrictions in Linear Regression Models

DOI10.1080/01966324.2008.10737736zbMath1175.62022OpenAlexW2089076239WikidataQ58117377 ScholiaQ58117377MaRDI QIDQ5324079

Rajinder Gupta, Nutan S. Mishra, Manoj Kumar

Publication date: 3 August 2009

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.2008.10737736

zbMATH Keywords

least squares estimatorimproved estimatorsexact linear restrictionsrestricted least squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Parametric inference under constraints (62F30)

Related Items (1)

Feasible generalized Stein-rule restricted ridge regression estimators

Cites Work

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• Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression
• Predictive Performance of the Methods of Restricted and Mixed Regression Estimators
• Improved Predictions in Linear Regression Models with Stochastic Linear Constraints
• Comparison of k-Class Estimators When the Disturbances Are Small

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