Some properties of the relative squared error approach to linear regression analysis

DOI10.1080/02331880410001696107zbMath1056.62079OpenAlexW2010611054MaRDI QIDQ4652921

Peter Stahlecker, Bernhard F. Arnold

Publication date: 28 February 2005

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880410001696107

zbMATH Keywords

ridge regressionBayesian estimationminimax estimationprior informationrelative squared errorLöwner ordering

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (1)

An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis

Cites Work

• Estimation of parameters in a linear model
• Another view of the Kuks-Olman estimator
• Linear regression analysis using the relative squared error
• Relative squared error prediction in the generalized linear regression model
• Characterization of general ridge estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Unnamed Item

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