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

zbMATH Open1416.62397MaRDI QIDQ2003014FDOQ2003014

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)

Cited In (3)

• The weighted ridge estimator in stochastic restricted linear measurement error models
• The exact mean squared error of Stein-rule estimator in linear models
• Title not available (Why is that?)

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