The exact density and distribution functions of the inequality constrained and pre-test estimators
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF02925272.pdf
Reference22 articles.
1. Bennett, B.M. (1952), “Estimation of means on the basis of preliminary test of significance”,Annals of the Intitute of Statistical Mathematics 4, 31–43.
2. Bennett, B.M. (1956), “On the use of preliminary test in certain statistical procedures”,Annals of the Institute of Statistical Mathematics 8, 45–52.
3. Giles, D.E.A. (1992), “The exact distribution of a simple pre-test estimator”, in W.E. Griffiths, Bock, M.E. and Lütkepohl, H. (eds.),Readings in Econometric Theory and Practice: In Honour of George Judge, Amsterdam, North-Holland, 57–74.
4. Giles, D.E.A. and Srivastava, V.K. (1993), “The exact distribution of a least squares regression coefficient estimator after a preliminary t test”,Statistics and Probability Letters 16, 59–64.
5. Giles, J.A. and Giles, D.E.A. (1993), “Pre-test estimation and testing in Econometrics: recent developments”,Journal of Economic Surveys 7, 145–197.
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors;Journal of the Korean Statistical Society;2016-09
2. Testing inequality constraints in a linear regression model with spherically symmetric disturbances;Journal of Systems Science and Complexity;2014-04-05
3. Estimating the error variance after a pre-test for an interval restriction on the coefficients;Computational Statistics & Data Analysis;2011-07
4. A note on the properties of Stein-rule and inequality restricted estimators when the regression model is over-fitted;Journal of Systems Science and Complexity;2010-04
5. Endogeneity and Biased Estimation under Squared Error Loss;Handbook Of Applied Econometrics And Statistical Inference;2002-01-29
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3