Risk comparison of inequality constrained estimators in the heteroscedastic linear model

Australian and New Zealand Journal of Statistics

Volumn 40, Issue 2, 1998, Pages 171-180

  Hasegawa, Hikaru ^a  

^a HOKKAIDO UNIVERSITY   (Japan)

Author keywords

Heteroscedastic linear regression model; INCLS estimator (INCLSE); Inequality constrained 2SAE (IC2SAE); Inequality constrained estimator; Pre test estimator; Two stage Aitken estimator (2SAE)

Indexed keywords

EID: 0042543766     PISSN: 13691473     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-842X.00019     Document Type: Review

References (18)

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