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

Wijekoon, P.Trenkler, G.2013-06-242013-06-241995Ceylon Journal of Science (Physical Sciences), 2(1):p.57-64https://dl.nsf.gov.lk/handle/1/9797In 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.MathematicsMatricesLinear regressionPre-test estimation in the linear regression model under stochastic restrictionsA