Mean square error behavior for prediction in linear regression models

DOI10.1080/03610928708829465zbMath0618.62073OpenAlexW2064765946MaRDI QIDQ4728053

Alan E. Gelfand

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/03610928708829465

zbMATH Keywords

predictionadaptive estimatorslinear regression modelsadaptive predictorsestimation of a linear combination of regression coefficientsmean square error behavior

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05)

Cites Work

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• Families of minimax estimators of the mean of a multivariate normal distribution
• Polya Type Distributions, II
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• Ridge regression:some simulations
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• A simulation study of ridge and other regression estimators
• A Simulation Study of Alternatives to Ordinary Least Squares
• Improved Estimators for Coefficients in Linear Regression
• Estimation of the Mean by Shrinkage to a Point
• Estimates of Linear Combinations of the Parameters in the Mean Vector of a Multivariate Distribution