Predictive efficiency of improved estimators in restricted regression models

DOI10.1007/BF02562630zbMATH Open0844.62050MaRDI QIDQ1914743FDOQ1914743

Authors: Yanyan Li 

Publication date: 23 June 1996

Published in: Test (Search for Journal in Brave)

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zbMATH Keywords

predictionordinary least squaresrisksimproved estimatorsStein-rule estimatorspredictive efficiencyexact prior informationexact prior restrictions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

• Estimation with quadratic loss.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Comparison of k-Class Estimators When the Disturbances Are Small
• Title not available (Why is that?)

Cited In (5)

• An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression
• A revisit to efficient forecasting in linear regression models
• Improvement on single-shrinkage predictors under restricted location parameters
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• Predictive Performance of the Improved Estimators with Exact Restrictions in Linear Regression Models

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