Estimation in Singular Linear Models with Stochastic Linear Restrictions and Linear Equality Restrictions

被引：3

作者：

Yang, Hu ^{[1
]}

Wu, Jibo ^{[1
]}

机构：

[1] Chongqing Univ, Dept Stat & Actuarial Sci, Chongqing 400030, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2011年 / 40卷 / 24期

基金：

中国国家自然科学基金;

关键词：

Least squares estimator; Linear equality restrictions; Singular mixed estimator; Stochastic linear restrictions;

D O I：

10.1080/03610926.2010.510256

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article is concerned with the parameter estimation in a singular linear regression model with stochastic linear restrictions and linear equality restrictions simultaneously. A new estimator is introduced and it is proved that the proposed estimator is superior to the least squares estimator and singular mixed estimator in the mean squared error sense under certain conditions.

引用

页码：4364 / 4371

页数：8

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