Generalized mean squared error comparisons of biased regression estimators

DOI10.1080/03610928008827956zbMath0465.62063OpenAlexW2145277159MaRDI QIDQ3917359

Götz Trenkler

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1080/03610928008827956

zbMATH Keywords

ridge regressionleast squaresprincipal components regressionshrunken estimatoriteration estimatorhomogeneous linear estimatorbiased regression estimatorsgeneralized mean squared error comparisons

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (8)

A new biased estimator based on ridge estimation ⋮ MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS ⋮ Mean square error matrix comparisons of estimators in linear regression ⋮ Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion ⋮ Superiority comparisons of heterogeneous linear estimators ⋮ Ridge Estimation in Linear Models with Autocorrelated Errors ⋮ Superiority comparisons of homogeneous linear estimators ⋮ On the euclidean distance between biased estimators

Cites Work

• Unnamed Item
• Improved Estimators for Coefficients in Linear Regression
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Contributions to the Theory of Generalized Inverses

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