Mean squared error matrix comparison of least aquares and Stein-rule estimators for regression coefficients under non-normal disturbances

zbMath1416.62397MaRDI QIDQ2003014

Yanyan Li

Publication date: 12 July 2019

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

Stein-rule estimatorordinary least squares estimatorlinear regression modelmean squared error matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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The weighted ridge estimator in stochastic restricted linear measurement error models

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