A test of the mean square error criterion for linear admissible estimators
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DOI10.1080/03610928808829832zbMATH Open0696.62078OpenAlexW2162594174MaRDI QIDQ3473052FDOQ3473052
Authors: 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
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Cites Work
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
- Estimation of parameters in a linear model
- All Admissible Linear Estimates of the Mean Vector
- On Biased Estimation in Linear Models
- Admissibility in linear estimation
- Ordering of nonnegative definite matrices with application to comparison of linear models
- A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
- Mean square error matrix improvements and admissibility of linear estimators
- Admissible linear estimators in restricted linear models
- Mean square error matrix comparisons of estimators in linear regression
- Good and optimal ridge estimators
- A test of the mean square error criterion for shrinkage estimators
- Superiority comparisons of heterogeneous linear estimators
Cited In (5)
- On admissibility in estimating the mean squared error of a linear estimator
- Minimum mean square error estimation in linear regression
- Another look at the naive estimator in a regression model
- Title not available (Why is that?)
- A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria
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