Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints
- 30 September 1985
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 29 (3) , 289-303
- https://doi.org/10.1016/0304-4076(85)90157-5
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On the admissibility of restricted least squares estimatorsCommunications in Statistics - Theory and Methods, 1984
- Mitigating the Effects of Multicollinearity Using Exact and Stochastic Restrictions: The Case of an Aggregate Agricultural Production Function in Thailand: ReplyAmerican Journal of Agricultural Economics, 1981
- Estimation of Parameters in a Linear ModelThe Annals of Statistics, 1976
- A Test of the Mean Square Error Criterion for Restrictions in Linear RegressionJournal of the American Statistical Association, 1968