Minimum mean square error estimation in linear regression
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Publication:1314492
DOI10.1016/0378-3758(93)90089-OzbMath0786.62068OpenAlexW1966524813MaRDI QIDQ1314492
Götz Trenkler, Erkki P. Liski, Helge Toutenbourg
Publication date: 26 April 1994
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(93)90089-o
optimal estimationprior informationgeneral linear modeldispersion matrix criteriongeneralization of optimal ridge estimatorslinear biased MMSE estimatorsminimum mean square error estimators
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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