Rueda, C.; Salvador, B.; Fernández, M. A. - In: Journal of Multivariate Analysis 61 (1997) 1, pp. 61-66
We consider a linear normal modelY=X[theta]+ewith[theta]verifying a linear restriction and the standard estimators [theta](unrestricted MLE) and[theta]* (restricted MLE). We prove that[theta]* is preferable to [theta]using a new and strong criterion which implies the domination under other usual...