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Communications in Statistics - Theory and Methods Volume 14, 1985 - Issue 10
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Original Articles

Mean square error matrix comparisons of estimators in linear regression

ötz Trenkler Statistics Department, University of Dortmund, Dortmund 50, 4600, West Germany
Pages 2495-2509 | Received 01 Oct 1984, Published online: 27 Jun 2007

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Buatikan Mirezi, Selahattin Kaçıranlar & Nimet Özbay. (2023) A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators. Communications in Statistics - Theory and Methods 52:5, pages 1580-1590.
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Szu-Peng Yang & Takeshi Emura. (2017) A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing. Communications in Statistics - Simulation and Computation 46:8, pages 6083-6105.
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S. Arumairajan & P. Wijekoon. (2016) Generalized preliminary test stochastic restricted estimator in the linear regression model. Communications in Statistics - Theory and Methods 45:20, pages 6061-6086.
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Hu Yang & Jibo Wu. (2012) A stochastic restricted k–d class estimator. Statistics 46:6, pages 759-766.
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Jürgen Groβ. (1999) Local improvement of best linear unbiased estimation and admissibility under the weakly singular gauss-markov model. Communications in Statistics - Theory and Methods 28:8, pages 1803-1812.
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. (1994) Letters to the Editor. The American Statistician 48:1, pages 60-63.
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Erkki P. Liski. (1988) A test of the mean square error criterion for linear admissible estimators. Communications in Statistics - Theory and Methods 17:11, pages 3743-3756.
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Timo Teräsvirta. (1988) Superiority comparisons between mixed regression estimators. Communications in Statistics - Theory and Methods 17:10, pages 3537-3546.
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Qing-Ming GuiSong-Hui Han. (2007) New Algorithm of GPS Rapid Positioning Based on Double-k-Type Ridge Estimation. Journal of Surveying Engineering 133:4, pages 173-178.
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Jinshan Liu. (2000) MSEM dominance of estimators in two seemingly unrelated regressions. Journal of Statistical Planning and Inference 88:2, pages 255-266.
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Jürgen Gross. (1998) On contractions in linear regression. Journal of Statistical Planning and Inference 74:2, pages 343-351.
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Nityananda Sarkar. (1996) Mean square error matrix comparison of some estimators in linear regressions with multicollinearity. Statistics & Probability Letters 30:2, pages 133-138.
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Erkii P. Liski & Song-Gui Wang. (1994) Another look at the naive estimator in a regression model. Metrika 41:1, pages 55-64.
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Youngjo Lee & David Birkes. (1994) Shrinking toward submodels in regression. Journal of Statistical Planning and Inference 41:1, pages 95-111.
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Judith A. Giles & David E. A. Giles. (2006) PRE‐TEST ESTIMATION AND TESTING IN ECONOMETRICS: RECENT DEVELOPMENTS. Journal of Economic Surveys 7:2, pages 145-197.
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G. Trenkler & H. Toutenburg. (1992) Pre-test procedures and forecasting in the regression model under restrictions. Journal of Statistical Planning and Inference 30:2, pages 249-256.
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Jerzy K. Baksalary & Götz Trenkler. (1991) Covariance adjustment in biased estimation. Computational Statistics & Data Analysis 12:2, pages 221-230.
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Jerzy K. Baksalary & Götz Trenkler. (1991) Nonnegative and positive definiteness of matrices modified by two matrices of rank one. Linear Algebra and its Applications 151, pages 169-184.
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G. Trenkler & H. Toutenburg. (1990) Mean squared error matrix comparisons between biased estimators — An overview of recent results. Statistical Papers 31:1, pages 165-179.
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K. H. Loesgen. (1990) A generalization and Bayesian interpretation of ridge-type estimators with good prior means. Statistical Papers 31:1, pages 147-154.
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Jerzy K. Baksalary, Erkki P. Liski & Götz Trenkler. (1989) Mean square error matrix improvements and admissibility of linear estimators. Journal of Statistical Planning and Inference 23:3, pages 313-325.
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P.A. Bekker & H. Neudecker. (1989) Albert's theorem applied to problems of efficiency and MSE superiority. Statistica Neerlandica 43:3, pages 157-167.
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Peter Stahlecker & Karsten Schmidt. (1987) On least squares estimation with a particular linear function of the dependent variable. Economics Letters 23:1, pages 59-64.
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