Operational variants of the minimum mean squared error estimator in linear regression models with non-spherical disturbances
DOI10.1023/A:1004169923370zbMATH Open1064.62542OpenAlexW1975145240MaRDI QIDQ1585891FDOQ1585891
Authors: Alan T. K. Wan, Anoop Chaturvedi 
Publication date: 8 January 2003
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1004169923370
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Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20)
Cited In (9)
- Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
- Comparison of operational variants of Best homogeneous and heterogeneous estimators in linear regression
- Feasible generalized Stein-rule restricted ridge regression estimators
- An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
- Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
- Properties of ordinary least squares estimators in regression models with nonspherical disturbances
- STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES
- SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS
- Shrinkage estimation in spatial autoregressive model
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