A Note on Superiority Comparisons of Homogeneous Linear Estimators

DOI10.1080/03610928308828496zbMATH Open0523.62066OpenAlexW2113584409MaRDI QIDQ3673895FDOQ3673895

Authors: Götz Trenkler, Dietrich Trenkler 

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1080/03610928308828496

zbMATH Keywords

generalized least squares estimatorbiased estimationminimum variance criterioncomparisons of homogeneous linear estimatorsminimum average risk linear estimatorminimum conditional mean square error estimatorminimum risk estimators

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Good and optimal ridge estimators
• Minimum average risk estimators for coefficients in linear models
• A note on minimum average risk estimators for coefficients in linear models
• Über einige verzerrte Schätzer für die Koeffizienten eines linearen Modells
• Title not available (Why is that?)

Cited In (10)

• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• Superiority comparisons of heterogeneous linear estimators
• On a principal component two-parameter estimator in linear model with autocorrelated errors
• \(r\)-\(k\) class estimator in the linear regression model with correlated errors
• Minimax linear regression estimation with symmetric parameter restrictions
• Mean square error matrix comparisons of estimators in linear regression
• A generalization and Bayesian interpretation of ridge-type estimators with good prior means
• On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
• Some remarks on a ridge-type-estimator and good prior means
• Quasi minimax estimation in the linear regression model

This page was built for publication: A Note on Superiority Comparisons of Homogeneous Linear Estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3673895)