Mean squared error matrix comparison of least aquares and Stein-rule estimators for regression coefficients under non-normal disturbances

MaRDI QIDQ2003014zbMATH OpenFDO

Authors Yanyan Li

Publication date 12 July 2019

Published in Metron (Search for Journal in Brave)

zbMATH Keywords

linear regression modelordinary least squares estimatormean squared error matrixStein-rule estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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• The weighted ridge estimator in stochastic restricted linear measurement error models
• The exact mean squared error of Stein-rule estimator in linear models
• scientific article; zbMATH DE number 772780 (Why is no real title available?)
• On a generalized stein estimator of regression coefficients

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