Minimum average risk estimators for coefficients in linear models

DOI10.1080/03610927608827398zbMath0366.62083OpenAlexW2144184372MaRDI QIDQ4142555

Jatinder S. Mehta, P. A. V. B. Swamy

Publication date: 1976

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927608827398

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (11)

A note on Krafft's maximin linear estimator for linear regression parameters ⋮ A ridge-like method for simultaneous estimation of simultaneous equations ⋮ A comparison of estimators for undersized samples ⋮ Linear prediction and estimation methods for regression models with stationary stochastic coefficients ⋮ On a generalized stein estimator of regression coefficients ⋮ Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I ⋮ A note on minimum average risk estimators for coefficients in linear models ⋮ The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model ⋮ Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II ⋮ Two methods of evaluating hoerl and kennard's ridge regression ⋮ A Note on Superiority Comparisons of Homogeneous Linear Estimators

Cites Work

• Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I
• On testing hypotheses regarding a class of covariance structures
• Constraints Often Overlooked in Analyses of Simultaneous Equation Models
• On a Theorem Used in Nonlinear Least Squares
• The Use of Undersized Samples in the Estimation of Simultaneous Equation Systems
• Linear Statistical Inference and its Applications
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