Superiority comparisons of heterogeneous linear estimators

DOI10.1080/03610928608829185zbMATH Open0625.62017OpenAlexW1969301770MaRDI QIDQ3028084FDOQ3028084

Authors: Timo Teravirta 

Publication date: 1986

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829185

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zbMATH Keywords

ridge regressionproxy variablesdegree of polynomialbiased estimationrestricted least squares estimatorscorrect length of lagnested sequence of hypothesespolynomial distributed lag modelssuperiority criterion

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

Cites Work

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• A Distributed Lag Estimator Derived from Smoothness Priors
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• Relative Asymptotic Bias from Errors of Omission and Measurement
• A Note on the Use of Proxy Variables
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• On comparing restricted least squares estimators
• A Class of Biased Estimators in Linear Regression
• The Choice of the Degree of a Polynomial Regression as a Multiple Decision Problem
• A Note on Superiority Comparisons of Homogeneous Linear Estimators
• Generalized mean squared error comparisons of biased regression estimators
• On fitting distributed lag models subject to polynomial restrictions
• Testing the Restrictions of the Almon Lag Technique
• A Note on Bias in the Almon Distributed Lag Estimator
• Comparisons among regression estimators under the generalized mean square error criterion

Cited In (6)

• Comparison of operational variants of Best homogeneous and heterogeneous estimators in linear regression
• Superiority comparisons between mixed regression estimators
• Risk Comparison of Inequality Constrained Estimators in the Heteroscedastic Linear Model
• Pre-test estimation in the linear regression model with competing restrictions
• Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators
• A test of the mean square error criterion for linear admissible estimators

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