Estimating the error variance after a pre-test for an inequality restriction on the coefficients

Journal of Statistical Planning and Inference

Volumn 52, Issue 2, 1996, Pages 197-213

  Wan, Alan T K ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Error variance; Inequality restriction; Mini max regret; Pre test

Indexed keywords

EID: 0030585609     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-3758(95)00110-7     Document Type: Article

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