On the bias and mean square error of the least square estimator in a regression model with two inequality constraints and multivariate t error terms
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 2079-2091 |
| Journal / Publication | Communications in Statistics - Theory and Methods |
| Volume | 25 |
| Issue number | 9 |
| Publication status | Published - 1996 |
| Externally published | Yes |
Link(s)
Abstract
We derive and numerically evaluate the bias and mean square error of the inequality constrained least squares estimator in a model with two inequality constraints and multivariate t error terms. Our results suggest that qualitatively, the estimator properties found for models with normal errors carry over to the case of multivariate t errors. Copyright ©1996 by Marcel Dekker, Inc.
Research Area(s)
- Inequality restrictions, Linear regression, Multivariate t distribution
Citation Format(s)
On the bias and mean square error of the least square estimator in a regression model with two inequality constraints and multivariate t error terms. / Wan, Alan T. K.
In: Communications in Statistics - Theory and Methods, Vol. 25, No. 9, 1996, p. 2079-2091.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
