Minimum mean squared error estimation of each individual coefficient in a linear regression model
type: Item
instance of: scholarly article
title: Minimum mean squared error estimation of each individual coefficient in a linear regression model
zbMATH Open document ID: 0886.62067
DOI: 10.1016/S0378-3758(96)00180-2
author: Kazuhiro Ohtani
published in: Journal of Statistical Planning and Inference
publication date: 1998-05-10T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1069348
zbMATH Keywords: individual regression coefficients
zbMATH Keywords: MSE dominance
zbMATH Keywords: minimum mean squared error estimator
zbMATH Keywords: Stein-rule estimators
MaRDI profile type: Publication
cites work: Q3331506
cites work: On the minimum mean squared error estimators in a regression model
cites work: Q4766420
cites work: The Minimum Mean Square Error Linear Estimator and Ridge Regression
cites work: Q3185327
cites work: Q3806648
cites work: Efficient Estimation of the Lorenz Curve and Associated Inequality Measures from Grouped Observations
cites work: Minimum mean square error estimation in linear regression
cites work: Exact small sample properties of an operational variant of the minimum mean squared error estimator
cites work: The exact general fomulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators.
cites work: Precision of individual estimators in simultaneous estimation of parameters
cites work: Q3237829
cites work: Q5626055
cites work: Comparison of operational variants of Best homogeneous and heterogeneous estimators in linear regression
cites work: Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's
Wikidata QID: Q126352560
description: scientific article; zbMATH DE number 1069348