Comparisons among regression estimators under the generalized mean square error criterion

DOI10.1080/03610928208828363MaRDI QIDQ3666071zbMATH OpenOpenAlexFDO

Authors 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

• scientific article; zbMATH DE number 3497220 (Why is no real title available?)
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• On comparing restricted least squares estimators
• PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)

Cited in

(5)

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

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