Estimation From Transformed Data Under the Linear Regression Model

DOI10.1080/02331889708802585MaRDI QIDQ4344171zbMATH OpenOpenAlexWikidataFDO

Authors Erkki P. Liski, Götz Trenkler, Jürgen Gross

Publication date 24 August 1997

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889708802585

zbMATH Keywords

\(F\)-distributionadmissible estimatorcontractionlinear regression modelmean square error (MSE) matrixordinary least squares (OLS) estimatororthogonal projector

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• A matrix inequality and admissibility of linear estimators with respect to the mean square error matrix criterion
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Another look at the naive estimator in a regression model
• Bounds for eigenvalues using traces
• Estimation of parameters in a linear model
• scientific article; zbMATH DE number 3305599 (Why is no real title available?)
• scientific article; zbMATH DE number 3347516 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Mean square error matrix improvements and admissibility of linear estimators
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
• On least squares estimation with a particular linear function of the dependent variable
• Partial isometries, contractions and EP matrices
• Some further results on Hermitian-matrix inequalities
• Some properties of matrix partial orderings

Cited in

(12)

• Regression estimation with transformed auxiliary variates
• On contractions in linear regression
• On semi-orthogonality and a special class of matrices
• Transformation approaches of linear random-effects models
• Transforming the Dependent Variable in Regression Models
• scientific article; zbMATH DE number 5717577 (Why is no real title available?)
• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• scientific article; zbMATH DE number 1086078 (Why is no real title available?)
• Miscellanea. Linear regression after spline transformation
• Untransformed first observation problem in regression model with moving average process
• On relations between BLUPs under two transformed linear random-effects models
• On least squares estimation with a particular linear function of the dependent variable

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