Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's

DOI10.2307/1268665zbMath0342.62034OpenAlexW4237848079MaRDI QIDQ4110471

H. D. Vinod

Publication date: 1976

Full work available at URL: https://doi.org/10.2307/1268665

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (12)

Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted ⋮ Minimum mean squared error estimation of each individual coefficient in a linear regression model ⋮ An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss ⋮ Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression ⋮ Exact small sample properties of an operational variant of the minimum mean squared error estimator ⋮ Minimum mean-squared error estimation in linear regression with an inequality constraint ⋮ MSE performance of the weighted average estimators consisting of shrinkage estimators ⋮ Some strong consistency results in stochastic regression ⋮ MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression ⋮ MSE performance of a heterogeneous pre-test estimator ⋮ An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression ⋮ Minimum mean square error estimation in linear regression

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