Superiority comparisons between mixed regression estimators

DOI10.1080/03610928808829819MaRDI QIDQ3474061zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

linear modelprior informationbiased estimationrestricted least squaresmean square error matrices

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 4018140
• Comparing generalized mixed estimators with respect to covariance matrix in a linear regression model
• scientific article; zbMATH DE number 4184769
• MSE-matrix superiority of the mixed over the least squares estimator in the presence of outliers
• Properties of the mixed regression estimator when disturbances are not necessarily normal

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
• scientific article; zbMATH DE number 4018140 (Why is no real title available?)
• A comparative study of Stein-mixed type estimator under balanced loss function
• Mixed regression estimator under inclusion of some superfluous variables

This page was built for publication: Superiority comparisons between mixed regression estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3474061)