GENERALIZED BAYES STEIN-TYPE ESTIMATORS FOR REGRESSION PARAMETERS UNDER LINEAR CONSTRAINTS

被引：3

作者：

HOFFMANN, K

机构：

[1] Humboldt University, Berlin

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1993年 / 46卷 / 01期

关键词：

LINEAR REGRESSION; GENERALIZED BAYES ESTIMATORS; ADMISSIBILITY;

D O I：

10.1006/jmva.1993.1051

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：

The problem of estimating the k-dimensional parameter vector in a linear regression model with m linear restrictions is considered. The proposed estimators are generalized Bayes with respect to a prior distribution compatible with the linear restrictions. Under certain conditions some of the generalized Bayes estimators dominate the ordinary least-squares estimator and are admissible. © 1993 Academic Press Inc.

引用

页码：120 / 130

页数：11

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