scientific article; zbMATH DE number 3734975

zbMATH Open0468.62056MaRDI QIDQ3922011FDOQ3922011

Helge Toutenburg

Publication date: 1982

Title of this publication is not available (Why is that?)

zbMATH Keywords

predictionlinear modelsmodel choicerobustnessprior informationlinear restrictionsmixed estimationridge estimatortwo-stage estimatorsconcentration ellipsoidstochastic regressorsinequality restrictionsminimax-linear estimatorspre-testing procedure

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (59)

• A robust counterpart approach for the ridge estimator to tackle outlier effect in restricted multicollinear regression models
• Robust restricted Liu estimator in censored semiparametric linear models
• A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators
• Stochastic restricted Liu predictors in linear mixed models
• Fuzzy prior information and minimax estimation in the linear regression model
• Estimation of linear models with nequal restrictions
• Approximate minimax estimators in the simultaneous equations model
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• Some properties of \([tr(Q^{2p})]^{1/2p}\) with application to linear minimax estimation
• A Comparison of Mixed and Ridge Estimators of Linear Models
• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• Pre-test procedures and forecasting in the regression model under restrictions
• Full and partial minimax estimation in regression analysis with additional linear constraints
• Use of prior information in the consistent estimation of regression coefficients in measurement error models
• On the compatibility of sample and prior information in the mixed regression model
• Statistical inference for restricted partially linear varying coefficient errors-in-variables models
• Restricted regression estimation in measurement error models
• Smoothing Errors
• Simultaneous optimal predictions under two seemingly unrelated linear random-effects models
• Linear minimax-estimation in linear models with affine and ellipsoidal restrictions
• The weighted ridge estimator in stochastic restricted linear measurement error models
• Minimum mean square error estimation in linear regression
• Mixed Liu estimator in linear measurement error models
• A stochastic restricted ridge regression estimator
• Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
• Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information
• Prediction and inverse estimation in repeated-measures models
• Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion
• Estimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables
• Estimation using the linear regression model with incomplete ellipsoidal restrictions
• Minimax estimation with random coefficients: Theory and application to stock returns
• Minimax linear regression estimation with symmetric parameter restrictions
• Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
• Feasible minimax estimators in the simultaneous equations model under partial restrictions
• Minimax estimation in linear regression model
• Weighted Stochastic Restricted Estimation in Linear Measurement Error Models
• Principal components regression estimator of the parameters in partially linear models
• Use of prior information in the form of interval constraints for the improved estimation of linear regression models with some missing responses
• On a superiority problem in misspecified restricted linear models
• Minimax estimation with additional linear restrictions - a simulation study
• Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
• Stochastic restricted estimation in partially linear additive errors-in-variables models
• Approximate minimax estimation in linear regression: theoretical results
• Partial Minimax Estimation in Regression Analysis
• Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression
• Exact and stochastic nonlinear constrained estimation in the conditional poisson log-linear model
• A minimax approach to missing values in linear regression
• Transformation approaches of linear random-effects models
• Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors
• Some results for a superiority problem in misspecified restricted linear models
• A dynamic view of the portfolio efficiency frontier
• On a relationship between minimax-linear and admissible estimators in linear regression
• The stochastic restricted ridge estimator in generalized linear models
• Robust designs based on auxiliary information
• Optimal design for smoothing splines
• Linear predictors of future order statistics
• Goodness of fit in restricted measurement error models
• Restricted estimation and testing of hypothesis in linear measurement errors models
• Quasi minimax estimation in the linear regression model

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