Best linear estimation via minimization of relative mean squared error
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Publication:2329747
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Cites work
- A new look at the statistical model identification
- Effective degrees of freedom: a flawed metaphor
- Estimating the dimension of a model
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Graph implementations for nonsmooth convex programs
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Simultaneous prediction intervals for all distances from the “best”
Cited in
(8)- Another view of the Kuks-Olman estimator
- New insights into best linear unbiased estimation and the optimality of least-squares
- Estimators of the Mean Squared Error of Prediction in Linear Regression
- Rethinking Biased Estimation: Improving Maximum Likelihood and the Cramér–Rao Bound
- Optimization of Generalized Mean-Square Error in Noisy Linear Estimation
- Minimum mean squared error estimation
- The estimation problem of minimum mean squared error
- On the end-performance metric estimator selection
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