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---, Shalabh and Heumann, Christian (12. December 2007): Weighted Mixed Regression Estimation Under Biased Stochastic Restrictions. Department of Statistics: Technical Reports, No.10 [PDF, 520kB]


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.

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