Mean square error matrix comparisons of estimators in linear regression

DOI10.1080/03610928508829058MaRDI QIDQ3725372zbMATH OpenOpenAlexFDO

Authors Götz Trenkler

Publication date 1985

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

Full work available at URL https://doi.org/10.1080/03610928508829058

zbMATH Keywords

biased estimationmean square error matrixpretest estimatorsrestricted leastsquares estimator

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• A Note on Superiority Comparisons of Homogeneous Linear Estimators
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Comparisons among regression estimators under the generalized mean square error criterion
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Generalized mean squared error comparisons of biased regression estimators
• scientific article; zbMATH DE number 3648910 (Why is no real title available?)
• scientific article; zbMATH DE number 3816886 (Why is no real title available?)
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• On comparing restricted least squares estimators
• On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
• Superiority comparisons of homogeneous linear estimators
• Weaker Criteria and Tests for Linear Restrictions in Regression

Cited in

(31)

• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• Pre-test procedures and forecasting in the regression model under restrictions
• Mean square error matrix improvements and admissibility of linear estimators
• On contractions in linear regression
• Another look at the naive estimator in a regression model
• Shrinking toward submodels in regression
• Pre-test estimation in the linear regression model with competing restrictions
• MSEM dominance of estimators in two seemingly unrelated regressions
• Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression
• Mean squared error matrix comparison of least aquares and Stein-rule estimators for regression coefficients under non-normal disturbances
• Covariance adjustment in biased estimation
• Estimating the matrix of root-mean-square errors of estimates of linear regression parameters for an arbitrary number of regressors and three inequality constraints
• Generalized preliminary test stochastic restricted estimator in the linear regression model
• scientific article; zbMATH DE number 992656 (Why is no real title available?)
• A stochastic restricted k-d class estimator
• scientific article; zbMATH DE number 3872500 (Why is no real title available?)
• A test of the mean square error criterion for linear admissible estimators
• Superiority comparisons between mixed regression estimators
• 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
• Comparison of Least Squares and Errors-in-Variables Regression, With Special Reference to Randomized Analysis of Covariance
• scientific article; zbMATH DE number 4043084 (Why is no real title available?)
• scientific article; zbMATH DE number 4074240 (Why is no real title available?)
• scientific article; zbMATH DE number 63434 (Why is no real title available?)
• Local improvement of best linear unbiased estimation and admissibility under the weakly singular gauss-markov model
• scientific article; zbMATH DE number 1054388 (Why is no real title available?)
• A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing
• scientific article; zbMATH DE number 772780 (Why is no real title available?)
• A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators
• Nonnegative and positive definiteness of matrices modified by two matrices of rank one
• On least squares estimation with a particular linear function of the dependent variable

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