Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances

Author:

Chaturvedi Anoop,Kesarwani Suchita

Publisher

Springer Science and Business Media LLC

Subject

Information Systems,Computer Science (miscellaneous)

Reference40 articles.

1. Stein C, Inadmissibility of the usual estimator of the mean of a multivariate normal distribution, Proceedings of the Third Berkeley Symposium 1, University of California Press, Berkeley, 1956: 197–206.

2. James W and Stein C, Estimation with quadratic loss, Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, University of California Press, Berkeley, 1961, 361.

3. Baranchik A J, Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables, Annals of Statistics, 1973, 1: 312–321.

4. Judge G G and Bock M E, The Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics, John Wiley and Sons, New York, 1978.

5. Judge G G and Bock M E, Biased Estimation, Handbook of Econometrics (Grillches Z and Intrilligator M D, eds.), North-Holland, Amsterdam, 1983: 599–649.

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