Another look at the naive estimator in a regression model

DOI10.1007/BF01895304zbMath0803.62057MaRDI QIDQ1324989

Erkki P. Liski, Song-Gui Wang

Publication date: 30 June 1994

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176495

zbMATH Keywords

generalized least squares estimatormean square error matrixgeneral ridge estimatornaive least squares estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (2)

Estimation From Transformed Data Under the Linear Regression Model ⋮ On semi-orthogonality and a special class of matrices

Cites Work

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• Alternative Models for the Analysis of Variance
• A test of the mean square error criterion for shrinkage estimators
• A test of the mean square error criterion for linear admissible estimators
• Mean square error matrix comparisons of estimators in linear regression
• Partitioned Ridge Regression
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
• Ridge Regression: Applications to Nonorthogonal Problems
• Linear Statistical Inference and its Applications

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