MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated
From MaRDI portal
Publication:5866067
DOI10.1080/03610926.2018.1475569OpenAlexW2808174006MaRDI QIDQ5866067
Publication date: 10 June 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1475569
mean squared errorStein-rule estimatorminimum mean squared error estimatorweighted average estimatoradjusted minimum mean squared error estimator
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- MSE performance of a heterogeneous pre-test estimator
- Minimum mean squared error estimation of each individual coefficient in a linear regression model
- MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression
- Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model
- MSE Performance and Minimax Regret Significance Points for a HPT Estimator when each Individual Regression Coefficient is Estimated
- On an adjustment of degrees of freedom in the minimim mean squared error ertimator
- The Minimum Mean Square Error Linear Estimator and Ridge Regression
- MSE performance of the weighted average estimators consisting of shrinkage estimators
- Comparison of operational variants of Best homogeneous and heterogeneous estimators in linear regression
- MSE performance and minimax regret significance points for a HPT estimator under a multivariate t error distribution
- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
This page was built for publication: MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated
