Stein rule prediction of the composite target function in a general linear regression model

DOI10.1007/BF02925929zbMath0953.62064MaRDI QIDQ1580850

Anoop Chaturvedi, Shri Prakash Singh

Publication date: 22 November 2000

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

mean squared errorBLUPquadratic lossbest linear unbiased predictortarget functionMSE matrixStein rule predictors

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (3)

Admissibility of simultaneous prediction for actual and average values in finite population ⋮ Simultaneous prediction using target function based on principal components estimator with correlated errors ⋮ Simultaneous prediction in the generalized linear model

Cites Work

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• Unbiased prediction in linear regression models with equi-correlated responses
• Improved multivariate prediction under a general linear model
• Predictive Performance of the Methods of Restricted and Mixed Regression Estimators
• Improved Stein-rule estimator for regression problems

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