Search Results - subject:"Mean square error matrix"

r − k Class estimator in the linear regression model with correlated errors

Şiray, Gülesen Üstündagˇ; Kaçıranlar, Selahattin; … - In: Statistical Papers 55 (2014) 2, pp. 393-407

Autocorrelation in errors and multicollinearity among the regressors are serious problems in regression analysis. The aim of this paper is to examine multicollinearity and autocorrelation problems concurrently and to compare the r − k class estimator to the generalized least squares estimator,...

Persistent link: https://www.econbiz.de/10010998572

Linear Bayes estimator for the two-parameter exponential family under type II censoring

Wang, Lichun; Singh, Radhey S. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 633-642

classical UMVUE is established in terms of the mean square error matrix (MSEM) criterion. The proposed LBE is simple and easy to …

Persistent link: https://www.econbiz.de/10010719685

Mean square error matrix comparison of some estimators in linear regressions with multicollinearity

Sarkar, Nityananda - In: Statistics & Probability Letters 30 (1996) 2, pp. 133-138

estimators by the criterion of mean square error matrix. We also suggest tests to verify if these conditions are indeed satisfied. …

Persistent link: https://www.econbiz.de/10005074540

Mean square error matrix superiority of Empirical Bayes Estimators under misspecification

Wei, L.; Trenkler, G. - In: TEST: An Official Journal of the Spanish Society of … 4 (1995) 1, pp. 187-205

Persistent link: https://www.econbiz.de/10005613260

Another look at the naive estimator in a regression model

Liski, Erkii; Wang, Song-Gui - In: Metrika 41 (1994) 1, pp. 55-64

Persistent link: https://www.econbiz.de/10005155805