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A pre-test like estimator dominating the least-squares method

Author
ELDAR, Yonina C1 ; CHERNOI, Jacob Slava1
[1] Department of Electrical Engineering, Tecchnicien-Israel Institute of Technilogy, Haifa 32000, Israel
Source

Journal of statistical planning and inference. 2008, Vol 138, Num 10, pp 3069-3085, 17 p ; ref : 1/2 p

CODEN
JSPIDN
ISSN
0378-3758
Scientific domain
Control theory, operational research; Computer science; Mathematics
Publisher
Elsevier Science, Amsterdam / Elsevier Science, Lausanne / Elsevier Science, New York,NY
Publication country
Netherlands
Document type
Article
Language
English
Author keyword
Biased estimation Dominating estimators Mean-squared error criterion Pre-test estimators Regression analysis
Keyword (fr)
Convergence Décision statistique Erreur moyenne Erreur quadratique moyenne Estimation erreur Estimation moyenne Implémentation Modèle linéaire Modèle régression Méthode moindre carré Méthode statistique Régression linéaire Régression pseudo orthogonale Régression statistique 58A25 62J05 62J07 62Jxx Estimateur rétrécissement
Keyword (en)
Convergence Statistical decision Mean error Mean square error Error estimation Mean estimation Implementation Linear model Regression model Least squares method Statistical method Linear regression Ridge regression Statistical regression Shrinkage estimator
Keyword (es)
Convergencia Decisión estadística Error medio Error medio cuadrático Estimación error Estimación promedio Implementación Modelo lineal Modelo regresión Método cuadrado menor Método estadístico Regresión lineal Regresión ridge Regresión estadística
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02G Topology. Manifolds and cell complexes. Global analysis and analysis on manifolds / 001A02G04 Global analysis, analysis on manifolds

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02J Linear inference, regression

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
20527801

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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