On an adjustment of degrees of freedom in the minimim mean squared error ertimator
DOI10.1080/03610929608831885zbMATH Open0900.62361OpenAlexW2073909383MaRDI QIDQ3125800FDOQ3125800
Authors: Kazuhiro Ohtani 
Publication date: 20 March 1997
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929608831885
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MSEStein-rule estimatorpositive-part Stein-rule estimatorminimum MSE estimatoradjustment of degrees of freedom
Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
Cited In (23)
- Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
- Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors
- Double \(k\)-class estimators in regression models with non-spherical disturbances
- Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function
- On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated
- MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms
- PMSE performance of two different types of preliminary test estimators under a multivariate t error term
- MSE performance of a heterogeneous pre-test estimator
- Title not available (Why is that?)
- MSE performance of the weighted average estimators consisting of shrinkage estimators
- Analytical expressions for the average adjustment interval and mean squared deviation for bounded adjustment schemes
- Minimum mean-squared error estimation in linear regression with an inequality constraint
- MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression
- Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses
- Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model
- An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
- A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model
- ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION
- MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated
- Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted
- Pre-test double \(k\)-class estimators in linear regression
- Shrinkage estimation in spatial autoregressive model
- MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression
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