𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Improved Predictions in Linear Regression Models with Stochastic Linear Constraints

✍ Scribed by H. Toutenburg; Shalabh

Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
195 KB
Volume
42
Category
Article
ISSN
0323-3847

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Comparing Stochastically Restricted Line
Comparing Stochastically Restricted Linear Estimators in a Regression Model
✍ Dr. Erkki P. Liski πŸ“‚ Article πŸ“… 1989 πŸ› John Wiley and Sons 🌐 English βš– 202 KB πŸ‘ 1 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