Superiority comparisons of homogeneous linear estimators

DOI10.1080/03610928208828333zbMath0506.62052OpenAlexW4243103605MaRDI QIDQ4743600

Timo Teräsvirta

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/03610928208828333

zbMATH Keywords

ridge regressionmean square errorgeneral linear modelbiased estimationrestricted least squaresiteration estimatorMSE matricessuperiority comparisons of homogeneous linear estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (6)

Mean square error matrix comparisons of estimators in linear regression ⋮ Ridge estimation in linear models with heteroskedastic errors ⋮ Mean squared error matrix comparisons between biased estimators — An overview of recent results ⋮ Superiority comparisons of heterogeneous linear estimators ⋮ On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors ⋮ Ridge Estimation in Linear Models with Autocorrelated Errors

Cites Work

• Generalized mean squared error comparisons of biased regression estimators
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression

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