Unbiased estimation of the MSE matrices of improved estimators in linear regression
文献类型：期刊论文
| 作者 | Wan, ATK; Chaturvedi, A; Zou, GH |
| 刊名 | JOURNAL OF APPLIED STATISTICS
 |
| 出版日期 | 2003-02-01 |
| 卷号 | 30期号:2页码:173-189 |
| ISSN号 | 0266-4763 |
| DOI | 10.1080/0266476022000023730 |
| 英文摘要 | Stein-rule and other improved estimators have scarcely been used in empirical work. One major reason is that it is not easy to obtain precision measures for these estimators. In this paper, we derive unbiased estimators for both the mean squared error (MSE) and the scaled MSE matrices of a class of Stein-type estimators. Our derivation provides the basis for measuring the estimators' precision and constructing confidence bands. Comparisons are made between these MSE estimators and the least squares covariance estimator. For illustration, the methodology is applied to data on energy consumption. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000180623500004 |
| 出版者 | CARFAX PUBLISHING |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18833]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Wan, ATK |
| 作者单位 | 1.City Univ Hong Kong, Dept Management Sci, Hong Kong, Hong Kong, Peoples R China 2.Univ Allahabad, Dept Math & Stat, Allahabad 211002, Uttar Pradesh, India 3.Chinese Acad Sci, Inst Syst Sci, Beijing 100864, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wan, ATK,Chaturvedi, A,Zou, GH. Unbiased estimation of the MSE matrices of improved estimators in linear regression[J]. JOURNAL OF APPLIED STATISTICS,2003,30(2):173-189. |
| APA | Wan, ATK,Chaturvedi, A,&Zou, GH.(2003).Unbiased estimation of the MSE matrices of improved estimators in linear regression.JOURNAL OF APPLIED STATISTICS,30(2),173-189. |
| MLA | Wan, ATK,et al."Unbiased estimation of the MSE matrices of improved estimators in linear regression".JOURNAL OF APPLIED STATISTICS 30.2(2003):173-189. |
入库方式： OAI收割
来源：数学与系统科学研究院
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