Superiority comparisons of heterogeneous linear estimators

DOI10.1080/03610928608829185MaRDI QIDQ3028084zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3806769 (Why is no real title available?)
• scientific article; zbMATH DE number 3223275 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• A Class of Biased Estimators in Linear Regression
• A Distributed Lag Estimator Derived from Smoothness Priors
• A Note on Bias in the Almon Distributed Lag Estimator
• A Note on Superiority Comparisons of Homogeneous Linear Estimators
• A Note on the Use of Proxy Variables
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Comparisons among regression estimators under the generalized mean square error criterion
• Generalized mean squared error comparisons of biased regression estimators
• MSE dominance of least squares with errors-of-observation
• On comparing restricted least squares estimators
• On fitting distributed lag models subject to polynomial restrictions
• Relative Asymptotic Bias from Errors of Omission and Measurement
• Specification Error Analysis with Stochastic Regressors
• Superiority comparisons of homogeneous linear estimators
• Testing the Restrictions of the Almon Lag Technique
• The Choice of the Degree of a Polynomial Regression as a Multiple Decision Problem
• Weaker Criteria and Tests for Linear Restrictions in Regression

Cited in

(6)

• A test of the mean square error criterion for linear admissible estimators
• 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

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