Optimal non-diagonal-type estimators in linear regression under the prediction error sum of squares criterion

DOI10.1080/03610918.2015.1047526zbMATH Open1364.62178OpenAlexW2559063326MaRDI QIDQ5267929FDOQ5267929

Authors: Jian-Ying Rong, Xu-Qing Liu 

Publication date: 13 June 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1047526

Recommendations

• Non-diagonal-type estimator in linear regression
• General linear estimators under the prediction error sum of squares criterion in a linear regression model
• Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression
• scientific article; zbMATH DE number 740429
• Estimators of the Mean Squared Error of Prediction in Linear Regression

zbMATH Keywords

linear regressionprediction error sum of squaresmodified non-diagonal-type estimatornon-diagonal-type estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

This page was built for publication: Optimal non-diagonal-type estimators in linear regression under the prediction error sum of squares criterion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5267929)