The Minimum Mean Square Error Linear Estimator and Ridge Regression

DOI10.2307/1268010zbMath0294.62088OpenAlexW4237284530MaRDI QIDQ4046969

Richard William Farebrother

Publication date: 1975

Full work available at URL: https://doi.org/10.2307/1268010

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (36)

Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted ⋮ Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function ⋮ A note on Krafft's maximin linear estimator for linear regression parameters ⋮ ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION ⋮ Minimum mean squared error estimation of each individual coefficient in a linear regression model ⋮ PMSE performance of two different types of preliminary test estimators under a multivariate t error term ⋮ Risk performance of some shrinkage estimators ⋮ An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss ⋮ Selection buasubg parameters in adaptive ridge regression estimators ⋮ A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators ⋮ Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression ⋮ Goodness of fit for generalized shrinkage estimation ⋮ Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses ⋮ Restricted ridge estimation. ⋮ Model selection strategies for identifying most relevant covariates in homoscedastic linear models ⋮ Minimum mean-squared error estimation in linear regression with an inequality constraint ⋮ MSE performance of the weighted average estimators consisting of shrinkage estimators ⋮ Optimal weighting of a priori statistics in linear estimation theory ⋮ Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors ⋮ MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms ⋮ Comparison of biasing parameter computational techniques in ridge-type estimation ⋮ A comparison of biased regression estimators using a pitman nearness criterion ⋮ Three theorems with applications to Euclidean distance matrices ⋮ MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression ⋮ The optimal extended balanced loss function estimators ⋮ Double \(k\)-class estimators in regression models with non-spherical disturbances ⋮ Some properties of a class of biased regression estimators ⋮ A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model ⋮ Pre-test double \(k\)-class estimators in linear regression ⋮ MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression ⋮ Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function ⋮ MSE performance of a heterogeneous pre-test estimator ⋮ An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression ⋮ MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated ⋮ Minimum mean square error estimation in linear regression ⋮ On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated

This page was built for publication: The Minimum Mean Square Error Linear Estimator and Ridge Regression