Mean square error behavior for prediction in linear regression models

DOI10.1080/03610928708829465MaRDI QIDQ4728053zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(7)

• Mean Squared Error of Estimation or Prediction Under a General Linear Model
• Some results on mean square error for factor score prediction
• Mean Square Error of Prediction as a Criterion for Selecting Variables
• Adaptive prediction and estimation in linear regression with infinitely many parameters.
• Mean squared error of empirical predictor.
• scientific article; zbMATH DE number 750691 (Why is no real title available?)
• scientific article; zbMATH DE number 5258494 (Why is no real title available?)

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