Nonnegative quadratic estimation of the mean squared errors of minimax estimators in the linear regression model

DOI10.1007/BF00046988zbMath0844.62053OpenAlexW2003538384MaRDI QIDQ1914884

Götz Trenkler, Stanisław Gnot

Publication date: 9 June 1996

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00046988

zbMATH Keywords

minimax estimatorsmean squared errorstotal mean squared erroradmissible nonnegative minimum biased estimatornonnegative quadratic estimationone-way classification models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

Nonnegative minimum biased quadratic estimation in mixed linear models

Uses Software

• AS 155

Cites Work

• Unnamed Item
• Unnamed Item
• Estimation of parameters in a linear model
• Nonnegative minimum biased quadratic estimation in the linear regression models
• Quasi minimax estimation in the linear regression model
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Bayes Linear Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Linear Statistical Inference and its Applications
• On Biased Estimation in Linear Models