Comparisons among regression estimators under the generalized mean square error criterion

DOI10.1080/03610928208828363zbMATH Open0517.62058OpenAlexW2087434242MaRDI QIDQ3666071FDOQ3666071

J. Michael Price

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/03610928208828363

zbMATH Keywords

principal componentsridge regressionordinary least squaresgeneralized mean square error criterioncomparisons among regression estimatorsshrunken least squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• On comparing restricted least squares estimators
• Title not available (Why is that?)

Cited In (5)

• Superiority comparisons of heterogeneous linear estimators
• Mean square error matrix comparisons of estimators in linear regression
• On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
• Pre-test estimation in the linear regression model with competing restrictions
• Estimation of the signal-to-noise in the linear regression model

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