SOME RESULTS ON IMPROVING THE LEAST-SQUARES ESTIMATION OF LINEAR-MODELS BY MIXED ESTIMATION

被引：0
作者：
TERASVIRTA, T
机构：
来源：
SCANDINAVIAN JOURNAL OF STATISTICS | 1981年 / 8卷 / 01期
关键词：
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：33 / 38
页数：6
相关论文
共 17 条
[1]   THE DISTRIBUTED LAG BETWEEN CAPITAL APPROPRIATIONS AND EXPENDITURES [J].
ALMON, S .
ECONOMETRICA, 1965, 33 (01) :178-196
[2]   A NOTE ON REGRESSION WHEN THERE IS EXTRANEOUS INFORMATION ABOUT ONE OF THE COEFFICIENTS [J].
DURBIN, J .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1953, 48 (264) :799-808
[3]  
FAREBROTHER RW, 1976, J ROY STAT SOC B MET, V38, P248
[4]  
GOLDSTEIN M, 1974, J R STAT SOC B, V36, P284
[5]  
Goldstein M., 1978, Mathematische Operationsforschung und Statistik, Series Statistics, V9, P3, DOI 10.1080/02331887808801404
[6]   BIASED ESTIMATION IN REGRESSION - EVALUATION USING MEAN SQUARED ERROR [J].
GUNST, RF ;
MASON, RL .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (359) :616-628
[7]  
HAITOVSKY Y, 1976, CORE7626 U CATH LOUV
[8]   RIDGE REGRESSION - BIASED ESTIMATION FOR NONORTHOGONAL PROBLEMS [J].
HOERL, AE ;
KENNARD, RW .
TECHNOMETRICS, 1970, 12 (01) :55-&
[9]  
KUKS J, 1972, EESTI NSV TEAD AKAD, V21, P66
[10]   RIDGE AND RELATED ESTIMATION PROCEDURES - THEORY AND PRACTICE [J].
LAWLESS, JF .
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1978, 7 (02) :139-164
12