𝔖 Bobbio Scriptorium
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Pre-test estimation in the linear regression model with competing restrictions

✍ Scribed by Pawel R. Pordzik; Götz Trenkler


Book ID
107826744
Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
807 KB
Volume
210
Category
Article
ISSN
0024-3795

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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