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

DOI10.1080/03610928808829832zbMath0696.62078OpenAlexW2162594174MaRDI QIDQ3473052

Erkki P. Liski

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/03610928808829832

zbMATH Keywords

linear regressionmean square error matrixnon-central F distributiongeneralized ridge estimationsuperiority conditions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (2)

Minimum mean square error estimation in linear regression ⋮ Another look at the naive estimator in a regression model

Cites Work

• Ordering of nonnegative definite matrices with application to comparison of linear models
• Admissible linear estimators in restricted linear models
• Admissibility in linear estimation
• Estimation of parameters in a linear model
• Good and optimal ridge estimators
• Mean square error matrix improvements and admissibility of linear estimators
• Superiority comparisons of heterogeneous linear estimators
• A test of the mean square error criterion for shrinkage estimators
• Mean square error matrix comparisons of estimators in linear regression
• All Admissible Linear Estimates of the Mean Vector
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• On Biased Estimation in Linear Models

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