Optimal non-diagonal-type estimators in linear regression under the prediction error sum of squares criterion

DOI10.1080/03610918.2015.1047526zbMath1364.62178OpenAlexW2559063326MaRDI QIDQ5267929

Jian-Ying Rong, Xu-Qing Liu

Publication date: 13 June 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1047526

zbMATH Keywords

linear regressionprediction error sum of squaresmodified non-diagonal-type estimatornon-diagonal-type estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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