A Note on Superiority Comparisons of Homogeneous Linear Estimators

DOI10.1080/03610928308828496MaRDI QIDQ3673895zbMATH OpenOpenAlexFDO

Authors Götz Trenkler, Dietrich Trenkler

Publication date 1983

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

Full work available at URL https://doi.org/10.1080/03610928308828496

zbMATH Keywords

biased estimationcomparisons of homogeneous linear estimatorsgeneralized least squares estimatorminimum average risk linear estimatorminimum conditional mean square error estimatorminimum risk estimatorsminimum variance criterion

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

Cites work

• A note on minimum average risk estimators for coefficients in linear models
• Good and optimal ridge estimators
• scientific article; zbMATH DE number 3738747 (Why is no real title available?)
• scientific article; zbMATH DE number 3750104 (Why is no real title available?)
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• Minimum average risk estimators for coefficients in linear models
• Über einige verzerrte Schätzer für die Koeffizienten eines linearen Modells

Cited in

(10)

• Minimax linear regression estimation with symmetric parameter restrictions
• On a principal component two-parameter estimator in linear model with autocorrelated errors
• On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
• Superiority comparisons of heterogeneous linear estimators
• Some remarks on a ridge-type-estimator and good prior means
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• A generalization and Bayesian interpretation of ridge-type estimators with good prior means
• Mean square error matrix comparisons of estimators in linear regression
• Quasi minimax estimation in the linear regression model
• r-k class estimator in the linear regression model with correlated errors

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