This book has as its general objective the improvement of estimation rules for linear statistical models and the development of estimating procedures, to be used with a single data set, that are appropriate to economic decision problems. Advances in the estimating procedure are brought about by changing: (i) the statistical model, (ii) the amount of information used, and (iii) the measure of performance. Within this context the book considers estimation and hypothesis testing when sample information and non-sample information of an inequality form are combined. Also evaluated are: the statistical consequences of using traditional and non-traditional estimators when the error assumptions are weakened; and the precision and statistical implications of new Stein estimators.
- ISBN10 0444879366
- ISBN13 9780444879363
- Publish Date September 1986
- Publish Status Out of Print
- Out of Print 17 October 2009
- Publish Country GB
- Publisher Taylor & Francis Ltd
- Imprint Elsevier Science Ltd
- Format Hardcover
- Pages 308
- Language English