Comparing Stochastically Restricted Line
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Dr. Erkki P. Liski
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Article
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1989
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John Wiley and Sons
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English
β 202 KB
π 2 views
Conditions for superiority of the minimum dispersion estimator over another with respect to the covariance matrix are derived when the vector parameter of a regression model is subject to competing stochastic restrictions. The restrictions may also consist both of a deterministic part and a stochast