Statistical Properties of Preliminary Test Estimators

Statistical Properties of Preliminary Test Estimators

This thesis investigates the statistical properties of preliminary test estimators of linear models with normally distributed errors. Specifically, we derive exact expressions for the mean, variance and quadratic risk (i.e. the Mean Square Error) of estimators whose form are determined by the outcom...

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Bibliographic Details
Main Author: Korsell, Nicklas
Format: Doctoral Thesis
Language:English
Published: Uppsala universitet, Institutionen för informationsvetenskap 2006
Subjects:
Statistics
Linear regression
Preliminary test
Model selection
Test for homoscedasticity
Variance components
Truncated estimators
Inertia of matrices
Statistik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7155
http://nbn-resolving.de/urn:isbn:91-554-6660-5

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7155
http://nbn-resolving.de/urn:isbn:91-554-6660-5

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