On the minimum mean squared error estimators in a regression model

DOI10.1080/03610927808827642zbMath0409.62050OpenAlexW2149180047MaRDI QIDQ4197203

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Publication date: 1978

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

Full work available at URL: https://doi.org/10.1080/03610927808827642

zbMATH Keywords

ComparisonLinear Regression ModelRidge RegressionConsistent EstimatorsMinimum Mean Squared Error EstimatorsWeighted Mean Squared Error Criterion

Mathematics Subject Classification ID

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

Related Items (13)

Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted ⋮ Minimum mean squared error estimation of each individual coefficient in a linear regression model ⋮ Risk performance of some shrinkage estimators ⋮ An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss ⋮ Comparison of operational variants of Best homogeneous and heterogeneous estimators in linear regression ⋮ Selection buasubg parameters in adaptive ridge regression estimators ⋮ Exact small sample properties of an operational variant of the minimum mean squared error estimator ⋮ Minimum mean-squared error estimation in linear regression with an inequality constraint ⋮ MSE performance of the weighted average estimators consisting of shrinkage estimators ⋮ The optimal extended balanced loss function estimators ⋮ MSE performance of a heterogeneous pre-test estimator ⋮ An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression ⋮ Minimum mean square error estimation in linear regression

Cites Work

• The efficiency of estimating seemingly unrelated regression equations

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