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Theory and Method

A Truncated Maximum Likelihood Estimator of a Constrained Bivariate Linear Regression Coefficient

Pages 454-458 | Received 01 Mar 1980, Published online: 12 Mar 2012

References

  • Box , G. E.P. and Tiao , G. 1973 . Bayesian Inference in Statistical Analysis , Reading , Mass. : Addison Wesley .
  • Dickey , J. 1967 . “Matrivariate Generalizations of the Multivariate t-Distribution and Inverted Multivariate t-Distribution” . Annals of Mathematical Statistics , 38 : 511 – 518 .
  • Revankar , N. S. 1974 . “Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations” . Journal of the American Statistical Association , 69 : 187 – 190 .
  • Tiao , G. and Draper , N. 1968 . “Bayesian Analysis of Linear Models with Two Random Components, with Special Reference to the Balanced Incomplete Block Design” . Biometrika , 55 : 101 – 117 .
  • Tiao , G. , Tan , W. and Chang , Y. C. 1977 . “Some Aspects of Bivariate Regression Subject to Linear Constraints” . Journal of Econometrics , 5 : 13 – 35 .

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