Generalized mean squared error comparisons of biased regression estimators

DOI10.1080/03610928008827956MaRDI QIDQ3917359zbMATH OpenOpenAlexFDO

Authors 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

biased regression estimatorsgeneralized mean squared error comparisonshomogeneous linear estimatoriteration estimatorleast squaresprincipal components regressionridge regressionshrunken estimator

Mathematics Subject Classification ID

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

Cites work

• Contributions to the Theory of Generalized Inverses
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• scientific article; zbMATH DE number 3477343 (Why is no real title available?)
• Improved Estimators for Coefficients in Linear Regression

Cited in

(10)

• Ridge Estimation in Linear Models with Autocorrelated Errors
• Superiority comparisons of heterogeneous linear estimators
• On the euclidean distance between biased estimators
• Mean square error matrix comparisons of estimators in linear regression
• MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
• Superiority comparisons of homogeneous linear estimators
• On a biased prediction based on optimal mean square error criterion
• The raise regression: justification, properties and application
• A new biased estimator based on ridge estimation
• Superiority of the r-d class estimator over some estimators by the mean square error matrix criterion

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