Underestimation of mean square error matrix in misspecified linear models

Journal of Econometrics ◽

10.1016/0304-4076(82)90042-2 ◽

1982 ◽

Vol 18 (2) ◽

pp. 281-284 ◽

Author(s):

Timo Teräsvirta

Keyword(s):

Mean Square Error ◽

Linear Models ◽

Mean Square ◽

Error Matrix ◽

Mean Square Error Matrix

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Mean square error matrix properties of Bayes estimation for incorrect prior information under misspecification

Journal of the Italian Statistical Society ◽

10.1007/bf03178917 ◽

1997 ◽

Vol 6 (3) ◽

pp. 273-284

Author(s):

Sabine Tamaschke ◽

Götz Trenkler ◽

Laisheng Wei

Keyword(s):

Mean Square Error ◽

Prior Information ◽

Bayes Estimation ◽

Mean Square ◽

Error Matrix ◽

Matrix Properties ◽

Mean Square Error Matrix

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On Admissibility of Linear Estimators with Respect to the Mean Square Error Matrix Criterion Under the General Mixed Linear Model

10.1080/02331889908802681 ◽

1999 ◽

Vol 33 (1) ◽

pp. 57-71 ◽

Author(s):

Jürgen Groß ◽

Augustyn Markiewicz

Keyword(s):

Linear Model ◽

Mean Square Error ◽

Mixed Linear Model ◽

Mean Square ◽

Error Matrix ◽

Linear Estimators ◽

The Mean ◽

Mean Square Error Matrix

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Mean square error matrix comparisons of estimators in linear regression

Communication in Statistics- Theory and Methods ◽

10.1080/03610928508829058 ◽

1985 ◽

Vol 14 (10) ◽

pp. 2495-2509 ◽

Author(s):

ötz Trenkler

Keyword(s):

Linear Regression ◽

Mean Square Error ◽

Mean Square ◽

Error Matrix ◽

Mean Square Error Matrix

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Mean square error matrix superiority of Empirical Bayes Estimators under misspecification

Test ◽

10.1007/bf02563109 ◽

1995 ◽

Vol 4 (1) ◽

pp. 187-205 ◽

Author(s):

L. Wei ◽

G. Trenkler

Keyword(s):

Mean Square Error ◽

Empirical Bayes ◽

Mean Square ◽

Bayes Estimators ◽

Error Matrix ◽

Empirical Bayes Estimators ◽

Mean Square Error Matrix

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Superiority of the class estimator over some estimators by the mean square error matrix criterion

Statistics & Probability Letters ◽

10.1016/j.spl.2006.08.012 ◽

2007 ◽

Vol 77 (4) ◽

pp. 438-446 ◽

Author(s):

M. Revan Özkale ◽

Selahattin Kaçıranlar

Keyword(s):

Mean Square Error ◽

Mean Square ◽

Error Matrix ◽

The Mean ◽

Mean Square Error Matrix

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Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression

Computational Statistics & Data Analysis ◽

10.1016/0167-9473(90)90011-6 ◽

1990 ◽

Vol 10 (3) ◽

pp. 297-305 ◽

Author(s):

H. Toutenburg ◽

G. Trenkler

Keyword(s):

Linear Regression ◽

Mean Square Error ◽

Mean Square ◽

Error Matrix ◽

Mean Square Error Matrix

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Mean square error matrix improvements and admissibility of linear estimators

Journal of Statistical Planning and Inference ◽

10.1016/0378-3758(89)90075-x ◽

1989 ◽

Vol 23 (3) ◽

pp. 313-325 ◽

Author(s):

Jerzy K. Baksalary ◽

Erkki P. Liski ◽

Götz Trenkler

Keyword(s):

Mean Square Error ◽

Mean Square ◽

Error Matrix ◽

Linear Estimators ◽

Mean Square Error Matrix

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A matrix inequality and admissibility of linear estimators with respect to the mean square error matrix criterion

Linear Algebra and its Applications ◽

10.1016/0024-3795(89)90584-3 ◽

1989 ◽

Vol 112 ◽

pp. 9-18 ◽

Author(s):

Jerzy K. Baksalary ◽

Augustyn Markiewicz

Keyword(s):

Mean Square Error ◽

Matrix Inequality ◽

Mean Square ◽

Error Matrix ◽

Linear Estimators ◽

The Mean ◽

Mean Square Error Matrix

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Mean square error matrix superiority of estimators under linear restrictions and misspecification

Economics Letters ◽

10.1016/0165-1765(89)90052-9 ◽

1989 ◽

Vol 30 (2) ◽

pp. 141-149 ◽

Author(s):

P. Wijekoon ◽

G. Trenkler

Keyword(s):

Mean Square Error ◽

Mean Square ◽

Error Matrix ◽

Linear Restrictions ◽

Mean Square Error Matrix

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

Statistics & Probability Letters ◽

10.1016/0167-7152(95)00211-1 ◽

1996 ◽

Vol 30 (2) ◽

pp. 133-138 ◽

Author(s):

Nityananda Sarkar

Keyword(s):

Mean Square Error ◽

Mean Square ◽

Error Matrix ◽

Linear Regressions ◽

Mean Square Error Matrix

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