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On restricted estimation in linear models

✍ Scribed by Warren T. Dent


Book ID
107949819
Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
489 KB
Volume
12
Category
Article
ISSN
0304-4076

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Simultaneous Estimation in a Restricted
✍ C. Rueda; B. Salvador; M.A. FernΓ‘ndez πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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