Estimators of the Mean Squared Error of Prediction in Linear Regression

DOI10.2307/1268109zbMath0554.62056OpenAlexW4256402687MaRDI QIDQ3217461

Bernd Droge, Olaf Bunke

Publication date: 1984

Full work available at URL: https://doi.org/10.2307/1268109

zbMATH Keywords

response functionnormal modelminimum mean squared error estimatorselection of variablesbest unbiased estimatorestimators of the mean squared error of prediction

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (2)

On finite-sample properties of adaptive least squares regression estimates ⋮ A note on estimating the msep in nonlinear regression

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