Double Shrinkage Estimation of Common Coefficients in Two Regression Equations with Heteroscedasticity

Journal of Multivariate Analysis

Volumn 67, Issue 2, 1998, Pages 169-189

  Kubokawa, Tatsuya ^a  

^a UNIVERSITY OF TOKYO   (Japan)

Author keywords

Common mean problem; feasible (two stage) generalized least squares estimators; inadmissibility; unbiased estimation; heteroscedastic linear regression model

Indexed keywords

EID: 0039492861     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1998.1763     Document Type: Article

References (22)

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