On contractions in linear regression

DOI10.1016/S0378-3758(98)00004-4MaRDI QIDQ1299000zbMATH OpenFDO

Authors Jürgen Gross

Publication date 23 August 1999

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

contractionadmissible estimatorlinear sufficiencyordinary least-squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Basic linear algebra (15A99) Sufficient statistics and fields (62B05) Admissibility in statistical decision theory (62C15)

Recommendations

• scientific article; zbMATH DE number 29739
• Linear admissible estimation of regression coefficients with respect to linear constraints under balanced loss
• Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
• scientific article; zbMATH DE number 943394

Cites work

• scientific article; zbMATH DE number 3850259 (Why is no real title available?)
• A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model
• Admissible linear estimators in the general Gauss-Markov model
• Characterization of general ridge estimators
• Estimation From Transformed Data Under the Linear Regression Model
• Estimation of parameters in a linear model
• Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
• Mean square error matrix comparisons of estimators in linear regression
• 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

(1)

• Covariance structure associated with an equality between two general ridge estimators

This page was built for publication: On contractions in linear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1299000)