Estimation in Singular Linear Models with Stochastic Linear Restrictions

DOI10.1080/03610920601126530zbMath1124.62039OpenAlexW2168924949MaRDI QIDQ5421547

Hu Yang, Jianwen Xu

Publication date: 24 October 2007

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

Full work available at URL: https://doi.org/10.1080/03610920601126530

zbMATH Keywords

two-stage estimatorsingular mixed estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Related Items (4)

Estimation in Singular Linear Models with Stochastic Linear Restrictions and Linear Equality Restrictions ⋮ Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model ⋮ On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models ⋮ The equalities of estimations under a general partitioned linear model and its stochastically restricted model

Cites Work

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• Stochastic response restrictions
• Linear models. Least squares and alternatives
• On Craig's theorem and its generalizations
• On the Use of Incomplete Prior Information in Regression Analysis
• Note on the Unbiasedness of a Mixed Regression Estimator
• Linear Statistical Inference and its Applications
• A Note on Regression when There is Extraneous Information about One of the Coefficients

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