A test of the mean square error criterion for linear admissible estimators

DOI10.1080/03610928808829832zbMath0696.62078OpenAlexW2162594174MaRDI QIDQ3473052

Erkki P. Liski

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829832

zbMATH Keywords

linear regressionmean square error matrixnon-central F distributiongeneralized ridge estimationsuperiority conditions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items

Minimum mean square error estimation in linear regression, Another look at the naive estimator in a regression model

Cites Work

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• Admissibility in linear estimation
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