On efficiency of some restricted estimators in a multivariate regression model
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DOI: 10.1007/s00362-022-01324-w
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References listed on IDEAS
- Fuqi Chen & Sévérien Nkurunziza, 2016. "A class of Stein-rules in multivariate regression model with structural changes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 83-102, March.
- Jain, Kanchan & Singh, Sukhbir & Sharma, Suresh, 2011. "Restricted estimation in multivariate measurement error regression model," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 264-280, February.
- Fuqi Chen & Sévérien Nkurunziza, 2017. "On estimation of the change points in multivariate regression models with structural changes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(14), pages 7157-7173, July.
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Keywords
ADR; Asymptotic normality; Measurement error; Multivariate regression model; Restricted estimator; Unrestricted estimator;All these keywords.
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