Linear regression analysis using the relative squared error

DOI10.1016/S0024-3795(01)00572-9zbMath1015.62072MaRDI QIDQ1855341

Peter Stahlecker, Bernhard F. Arnold

Publication date: 5 February 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

ridge regressionlinear regressionminimax principleLöwner orderinglinear affine estimatorlinear affine predictor

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Basic linear algebra (15A99)

Related Items (6)

A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy ⋮ Uniformly best estimation in linear regression when prior information is fuzzy ⋮ Least squares in general vector spaces revisited. ⋮ An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis ⋮ Optimal generalized ridge estimator under the generalized cross-validation criterion in linear regression ⋮ Some properties of the relative squared error approach to linear regression analysis

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