Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression

DOI10.1016/0167-9473(90)90011-6zbMath0825.62571OpenAlexW2053992594MaRDI QIDQ1896088

H. Toutenberg, Götz Trenkler

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(90)90011-6

zbMATH Keywords

estimationlinear modelclassical and optimal linear predictionMSE- matrix superiority

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items

Predictive Performance of the Improved Estimators with Exact Restrictions in Linear Regression Models ⋮ Risk performance of some shrinkage estimators ⋮ The optimal extended balanced loss function estimators ⋮ A note on optimal vector unbiased predictor

Cites Work

• Pre-test procedures and forecasting in the regression model under restrictions
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Linear Statistical Inference and its Applications
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