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Risk Comparison of Inequality Constrained Estimators in the Heteroscedastic Linear Model

✍ Scribed by Hikaru Hasegawa

Book ID
108521383
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
81 KB
Volume
40
Category
Article
ISSN
1369-1473

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πŸ“œ SIMILAR VOLUMES

Characterizations of admissible linear e
Characterizations of admissible linear estimators in the linear model
✍ JΓΌrgen Groß; Augustyn Markiewicz πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 201 KB

In this paper it is demonstrated that a homogeneous linear estimator for the vector of parameters in a linear regression model is either a general ridge estimator, or a specific linear function of a general ridge estimator which satisfies certain homogeneous linear restrictions. As long as one is no