Weighted Mixed Regression Estimation Under Biased Stochastic Restrictions

---, Shalabh and Heumann, Christian (2007): Weighted Mixed Regression Estimation Under Biased Stochastic Restrictions. Department of Statistics: Technical Reports, No.10

Abstract

The paper considers the construction of estimators of regression coefficients in a linear regression model when some stochastic and biased apriori information is available. Such apriori information is framed as stochastic restrictions. The dominance conditions of the estimators are derived under the criterion of mean squared error matrix.

• Item Type: Paper (Technical Report)
• Status: Postprint
• Collections: Mathematics, Computer Science and Statistics > Statistics > Technical Reports
• Language: English