Minimum mean-squared error estimation in linear regression with an inequality constraint

Journal of Statistical Planning and Inference

Volumn 86, Issue 1, 2000, Pages 157-173

  Wan, Alan T K ^a   Ohtani, Kazuhiro ^b  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^b KOBE UNIVERSITY   (Japan)

Author keywords

Inequality constraint; Minimum MSE Estimator; Primary 62J05; Quadratic loss; Stein rule; Sufficient condition

Indexed keywords

EID: 0042207379     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(99)00172-X     Document Type: Article

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