Estimation From Transformed Data Under the Linear Regression Model

DOI10.1080/02331889708802585zbMath0885.62080OpenAlexW2020791480WikidataQ126240304 ScholiaQ126240304MaRDI QIDQ4344171

Erkki P. Liski, Götz Trenkler, Jürgen Gross

Publication date: 24 August 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802585

zbMATH Keywords

contractionorthogonal projectoradmissible estimatorlinear regression model\(F\)-distributionmean square error (MSE) matrixordinary least squares (OLS) estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items (4)

On relations between BLUPs under two transformed linear random-effects models ⋮ Transformation approaches of linear random-effects models ⋮ On contractions in linear regression ⋮ On semi-orthogonality and a special class of matrices

Cites Work

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• Mean square error matrix improvements and admissibility of linear estimators
• Another look at the naive estimator in a regression model
• Some properties of matrix partial orderings
• Partial isometries, contractions and EP matrices
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
• Linear Statistical Inference and its Applications

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