On contractions in linear regression

DOI10.1016/S0378-3758(98)00004-4zbMath0945.62068MaRDI QIDQ1299000

Jürgen Gross

Publication date: 23 August 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

contractionadmissible estimatorlinear sufficiencyordinary least-squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15) Basic linear algebra (15A99) Sufficient statistics and fields (62B05)

Related Items (1)

Covariance structure associated with an equality between two general ridge estimators

Cites Work

• Unnamed Item
• On least squares estimation with a particular linear function of the dependent variable
• Admissible linear estimators in the general Gauss-Markov model
• Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
• Some further results on Hermitian-matrix inequalities
• A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model
• Estimation of parameters in a linear model
• Some properties of matrix partial orderings
• Characterization of general ridge estimators
• Partial isometries, contractions and EP matrices
• Mean square error matrix comparisons of estimators in linear regression
• Estimation From Transformed Data Under the Linear Regression Model

This page was built for publication: On contractions in linear regression