Superiority comparisons between mixed regression estimators

DOI10.1080/03610928808829819zbMATH Open0696.62277OpenAlexW2107739251MaRDI QIDQ3474061FDOQ3474061

Authors: Timo Teräsvirta 

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/03610928808829819

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zbMATH Keywords

linear modelprior informationbiased estimationrestricted least squaresmean square error matrices

Mathematics Subject Classification ID

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

Cites Work

• Mean square error matrix comparisons of estimators in linear regression
• Superiority comparisons of heterogeneous linear estimators

Cited In (6)

• Superiority comparisons of heterogeneous linear estimators
• Comparing generalized mixed estimators with respect to covariance matrix in a linear regression model
• MSE-matrix superiority of the mixed over the least squares estimator in the presence of outliers
• Title not available (Why is that?)
• A comparative study of Stein-mixed type estimator under balanced loss function
• Mixed regression estimator under inclusion of some superfluous variables

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