The exact density and distribution functions of the inequality constrained and pre-test estimators

Alan T.K. Wan

doi:10.1007/BF02925272

Author(s)

Alan T.K. Wan

Detail(s)

Original language	English
Pages (from-to)	329-341
Journal / Publication	Statistical Papers
Volume	38
Issue number	3
Publication status	Published - Sep 1997

Link(s)

DOI	DOI https://doi.org/10.1007/BF02925272 Final Published version
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Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-0642275685&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(68c56ad1-0b97-4b50-8b4f-1b46ce8d02ec).html

Abstract

We consider a bivariate normal linear regression model with an inequality restriction imposed on one of the regression coefficients. The exact analytical expressions for the density and distribution functions of the inequality constrained and pre-test estimators are derived and numerically evaluated. The implications of using the inequality constrained and pre-test estimators in confidence interval construction are also discussed and explored. © 1997 Springer-Verlag.

Citation Format(s)

[ RIS ] [ BibTeX ]

The exact density and distribution functions of the inequality constrained and pre-test estimators. / Wan, Alan T.K.

In: Statistical Papers, Vol. 38, No. 3, 09.1997, p. 329-341.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

Wan, ATK 1997, 'The exact density and distribution functions of the inequality constrained and pre-test estimators', Statistical Papers, vol. 38, no. 3, pp. 329-341. https://doi.org/10.1007/BF02925272

Wan, A. T. K. (1997). The exact density and distribution functions of the inequality constrained and pre-test estimators. Statistical Papers, 38(3), 329-341. https://doi.org/10.1007/BF02925272

Wan ATK. The exact density and distribution functions of the inequality constrained and pre-test estimators. Statistical Papers. 1997 Sep;38(3):329-341. doi: 10.1007/BF02925272

Wan, Alan T.K. / The exact density and distribution functions of the inequality constrained and pre-test estimators. In: Statistical Papers. 1997 ; Vol. 38, No. 3. pp. 329-341.