Superiority comparisons of homogeneous linear estimators
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Publication:4743600
DOI10.1080/03610928208828333zbMath0506.62052OpenAlexW4243103605MaRDI QIDQ4743600
Publication date: 1982
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928208828333
ridge regressionmean square errorgeneral linear modelbiased estimationrestricted least squaresiteration estimatorMSE matricessuperiority comparisons of homogeneous linear estimators
Related Items (6)
Mean square error matrix comparisons of estimators in linear regression ⋮ Ridge estimation in linear models with heteroskedastic errors ⋮ Mean squared error matrix comparisons between biased estimators — An overview of recent results ⋮ Superiority comparisons of heterogeneous linear estimators ⋮ On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors ⋮ Ridge Estimation in Linear Models with Autocorrelated Errors
Cites Work
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