Estimation of random coefficient model under linear stochastic constraints

V K Srivastava; Baldev Raj; Kuldeep Kumar

doi:10.1007/BF02481978

Estimation of random coefficient model under linear stochastic constraints

V K Srivastava
, Baldev Raj
, Kuldeep Kumar

Research output: Contribution to journal › Article › Research › peer-review

2 Citations (Scopus)

Abstract

A random coefficient model in which means of random coefficients are subject to a set of linear stochastic constraints is considered and estimators for the means of coefficients are proposed. Their asymptotic properties are presented and some remarks on efficiency are placed.

Original language	English
Pages (from-to)	395-401
Number of pages	7
Journal	Annals of the Institute of Statistical Mathematics
Volume	36
Issue number	1
DOIs	https://doi.org/10.1007/BF02481978
Publication status	Published - 1984
Externally published	Yes

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title = "Estimation of random coefficient model under linear stochastic constraints",

abstract = "A random coefficient model in which means of random coefficients are subject to a set of linear stochastic constraints is considered and estimators for the means of coefficients are proposed. Their asymptotic properties are presented and some remarks on efficiency are placed.",

author = "Srivastava, \{V K\} and Baldev Raj and Kuldeep Kumar",

year = "1984",

doi = "10.1007/BF02481978",

language = "English",

volume = "36",

pages = "395--401",

journal = "Annals of the Institute of Statistical Mathematics",

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T1 - Estimation of random coefficient model under linear stochastic constraints

AU - Srivastava, V K

AU - Raj, Baldev

AU - Kumar, Kuldeep

PY - 1984

Y1 - 1984

N2 - A random coefficient model in which means of random coefficients are subject to a set of linear stochastic constraints is considered and estimators for the means of coefficients are proposed. Their asymptotic properties are presented and some remarks on efficiency are placed.

AB - A random coefficient model in which means of random coefficients are subject to a set of linear stochastic constraints is considered and estimators for the means of coefficients are proposed. Their asymptotic properties are presented and some remarks on efficiency are placed.

U2 - 10.1007/BF02481978

DO - 10.1007/BF02481978

M3 - Article

SN - 0020-3157

VL - 36

SP - 395

EP - 401

JO - Annals of the Institute of Statistical Mathematics

JF - Annals of the Institute of Statistical Mathematics

IS - 1

ER -

Estimation of random coefficient model under linear stochastic constraints

Abstract

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