Mean square error behavior for prediction in linear regression models

DOI10.1080/03610928708829465zbMATH Open0618.62073OpenAlexW2064765946MaRDI QIDQ4728053FDOQ4728053

Authors: Alan E. Gelfand 

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/03610928708829465

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zbMATH Keywords

predictionlinear regression modelsadaptive estimatorsadaptive predictorsestimation of a linear combination of regression coefficientsmean square error behavior

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Inference from stochastic processes and prediction (62M20)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Ridge regression:some simulations
• Estimates of Linear Combinations of the Parameters in the Mean Vector of a Multivariate Distribution
• Families of minimax estimators of the mean of a multivariate normal distribution
• Polya Type Distributions, II
• A simulation study of ridge and other regression estimators
• Tail minimaxity in location vector problems and its applications
• Mean Squared Error Properties of Generalized Ridge Estimators
• Improved Estimators for Coefficients in Linear Regression
• Estimation of the Mean by Shrinkage to a Point
• A Simulation Study of Alternatives to Ordinary Least Squares

Cited In (7)

• Title not available (Why is that?)
• Mean Squared Error of Estimation or Prediction Under a General Linear Model
• Mean squared error of empirical predictor.
• Some results on mean square error for factor score prediction
• Title not available (Why is that?)
• Adaptive prediction and estimation in linear regression with infinitely many parameters.
• Mean Square Error of Prediction as a Criterion for Selecting Variables

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