Pre-test estimation in the linear regression model under stochastic restrictions

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dc.contributor.authorWijekoon, P.en_US
dc.contributor.authorTrenkler, G.en_US
dc.date.accessioned2013-06-24T09:33:28Z
dc.date.available2013-06-24T09:33:28Z
dc.date.issued1995en_US
dc.description.abstractIn 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.en_US
dc.identifier.citationCeylon Journal of Science (Physical Sciences), 2(1):p.57-64en_US
dc.identifier.urihttps://dl.nsf.gov.lk/handle/1/9797
dc.publisherUniversity of Peradeniya. Peradeniyaen_US
dc.subjectMathematicsen_US
dc.subjectMatricesen_US
dc.subjectLinear regressionen_US
dc.titlePre-test estimation in the linear regression model under stochastic restrictionsen_US
dc.typeAen_US

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