Simultaneous Estimation in a Restricted Linear Model
We consider a linear normal modelY=X[theta]+ewith[theta]verifying a linear restriction and the standard estimators [theta](unrestricted MLE) and[theta]* (restricted MLE). We prove that[theta]* is preferable to [theta]using a new and strong criterion which implies the domination under other usual criteria; in particular it is proven that the standard simultaneous confidence intervals centered at[theta]* have more confidence than those centered at [theta].
Volume (Year): 61 (1997)
Issue (Month): 1 (April)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kushary D. & Cohen A., 1989. "Estimating Ordered Location And Scale Parameters," Statistics & Risk Modeling, De Gruyter, vol. 7(3), pages 201-214, March.
When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:61:y:1997:i:1:p:61-66. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.