Pre-test estimation in the linear regression model under stochastic restrictions
Date
1995
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
University of Peradeniya. Peradeniya
Abstract
In this paper, a general method to find stochastic properties of various stochastic pre-test estimators and forecasts is developed. This method is applicable if the convariance matrix O of the prior information is nonsingular.
Description
Keywords
Mathematics, Matrices, Linear regression
Citation
Ceylon Journal of Science (Physical Sciences), 2(1):p.57-64