Nonnegative minimum biased quadratic estimation in the linear regression models

DOI10.1006/JMVA.1995.1047MaRDI QIDQ1898398zbMATH OpenOpenAlexFDO

Authors Stanisław Gnot, Götz Trenkler, Roman Zmyślony

Publication date 1 September 1996

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1995.1047

zbMATH Keywords

linear modeladmissibilityiterative procedureone-way classification modellinear biased estimatenonnegative estimationnonnegative minimum biased quadratic estimatortotal mean squared error

Mathematics Subject Classification ID

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

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Cited in

(10)

• A family of shrinkage estimators for the square of mean in normal distribution
• Nonnegative quadratic estimation and quadratic sufficiency in general linear models
• Nonnegative minimum biased quadratic estimation in mixed linear models
• Nonnegative quadratic estimation of the mean squared errors of minimax estimators in the linear regression model
• Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression
• On nonnegative minimum biased estimation in the linear regression models
• Best Quadratic Unbiased Prediction in a General Linear Model with Stochastic Regression Coefficients
• Estimation of the signal-to-noise in the linear regression model
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Softly shrunk and partially shrunk rank-reduced estimation of the regression coefficients

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