A note on minimum average risk estimators for coefficients in linear models

DOI10.1080/03610927708827561zbMath0385.62044OpenAlexW2083717491MaRDI QIDQ4166069

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

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1080/03610927708827561

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (16)

The existence of moments of ridge-like k-class and partially restricted reduced form estimators ⋮ Seemingly Unrelated Ridge Regression in Semiparametric Models ⋮ A ridge-like method for simultaneous estimation of simultaneous equations ⋮ On ridge parameter estimators under stochastic subspace hypothesis ⋮ 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 ⋮ An examination of distributed lag model coefficients estimated with smoothness priors ⋮ Ridge regression methodology in partial linear models with correlated errors ⋮ Semiparametric Ridge Regression Approach in Partially Linear Models ⋮ Optimal partial ridge estimation in restricted semiparametric regression models ⋮ Shrinkage ridge estimators in semiparametric regression models ⋮ Two methods of evaluating hoerl and kennard's ridge regression ⋮ A Note on Superiority Comparisons of Homogeneous Linear Estimators ⋮ Minimum mean square error estimation in linear regression ⋮ Ridge estimation in regression problems with autocorrelated errors: A monte carlo study

Cites Work

• Minimum average risk estimators for coefficients in linear models
• Linear Statistical Inference and its Applications

This page was built for publication: A note on minimum average risk estimators for coefficients in linear models