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Minimax adjustment technique in a parameter restricted linear model

✍ Scribed by Peter Stahlecker; Henning Knautz; Götz Trenkler


Book ID
111703715
Publisher
Springer Netherlands
Year
1996
Tongue
English
Weight
240 KB
Volume
43
Category
Article
ISSN
0167-8019

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Simultaneous Estimation in a Restricted
✍ C. Rueda; B. Salvador; M.A. Fernández 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 231 KB

We consider a linear normal model Y=X%+e with % verifying a linear restriction and the standard estimators % (unrestricted MLE) and %\* (restricted MLE). We prove that %\* is preferable to % using a new and strong criterion which implies the domination under other usual criteria; in particular it is