Risk comparison of the inequality constrained least squares and other related estimators under balanced loss-Reference-Cited by-同舟云学术

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Risk comparison of the inequality constrained least squares and other related estimators under balanced loss

Published:1994-11 Issue:3 Volume:46 Page:203-210
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Wan Alan T.K.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference8 articles.

1. The exact risks of some pre-test and Stein-type regression estimators under balanced loss;Giles,1993

2. Sampling properties of an inequality restricted estimator;Judge;Economics Letters,1981

3. Improved methods of inference in econometrics;Judge,1986

4. NAG Fortran library manual,1991

5. Numerical recipes: The art of scientific computing;Press,1986

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1. Bayes estimator for the inequality-constrained regression model*;Communications in Statistics - Simulation and Computation;2024-05-09

2. Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function;Statistical Papers;2022-04-08

3. Linear approximate Bayes estimator for regression parameter with an inequality constraint;Communications in Statistics - Theory and Methods;2021-02-26

4. Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss;Communications in Statistics - Theory and Methods;2020-05-05

5. Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function;Communications in Statistics - Theory and Methods;2014-09-30

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