Comparison of operational variants of Best homogeneous and heterogeneous estimators in linear regression
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Publication:4843688
DOI10.1080/03610929408831388zbMath0825.62216OpenAlexW2068179253MaRDI QIDQ4843688
Anil K. Srivastava, Derrick Shannon Tracy
Publication date: 17 August 1995
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929408831388
linear regression modellarge sample propertiesminimum mean squared error estimatoradaptive versionheterogeneous estimatorhomogeneous estimator
Related Items (14)
Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted ⋮ Minimum mean squared error estimation of each individual coefficient in a linear regression model ⋮ PMSE performance of two different types of preliminary test estimators under a multivariate t error term ⋮ Risk performance of some shrinkage estimators ⋮ Antiplane elastic wave propagation in pre-stressed periodic structures; tuning, band gap switching and invariance ⋮ Numerical modelling of finite periodic arrays of acoustic resonators using an efficient 3D BEM model ⋮ Exact small sample properties of an operational variant of the minimum mean squared error estimator ⋮ Propagation of Floquet-Bloch shear waves in viscoelastic composites: analysis and comparison of interface/interphase models for imperfect bonding ⋮ MSE performance of the weighted average estimators consisting of shrinkage estimators ⋮ Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model ⋮ MSE performance and minimax regret significance points for a HPT estimator under a multivariate t error distribution ⋮ MSE performance of a heterogeneous pre-test estimator ⋮ An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression ⋮ MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated
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