MSE-matrix superiority of the mixed over the least squares estimator in the presence of outliers

DOI10.1080/03610929308831121zbMath0791.62071OpenAlexW2040622013MaRDI QIDQ4275721

Gabriele Ihorst, Götz Trenkler

Publication date: 31 January 1994

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

Full work available at URL: https://doi.org/10.1080/03610929308831121

zbMATH Keywords

least squares estimatormixed regression estimatormatrix-valued mean square error criterionmean shift outlierMSE-matrix superiorityvariance inflation outliers

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Cites Work

• Nonnegative and positive definiteness of matrices modified by two matrices of rank one
• Some further results on Hermitian-matrix inequalities
• Impacts of auxiliary information on outliers in regression
• On the Use of Incomplete Prior Information in Regression Analysis
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression

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