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- W2645471337 abstract "The main Theorem of Jain et al.[Jain, K., Singh, S., and Sharma, S. (2011), Re- stricted estimation in multivariate measurement error regression model; JMVA, 102, 2, 264-280] is established in its full generality. Namely, we derive the joint asymp- totic normality of the unrestricted estimator (UE) and the restricted estimators of the matrix of the regression coefficients. The derived result holds under the hypothesized restriction as well as under the sequence of alternative restrictions. In addition, we establish Asymptotic Distributional Risk for the estimators and compare their relative performance. It is established that near the restriction, the restricted estimators (REs) perform better than the UE. But the REs perform worse than the unrestricted estimator when one moves far away from the restriction." @default.
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- W2645471337 date "2017-06-20" @default.
- W2645471337 modified "2023-09-27" @default.
- W2645471337 title "On the joint asymptotic distribution of the restricted estimators in multivariate regression model" @default.
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