A general investigation of mean square error matrix superiority in linear regression
AbstractTwo given generalized ridge estimators of the linear regression model are compared with respect to the matrix mean square error criterion. Using a result concerning the difference of nonnegative definite matrices modified by two matrices of rank one, the investigations by Kawai and Okamoto (1979) and D. Trenkler (1986) are extended to the most general situation of competing estimators.
How to Cite
Ihorst, G., & Trenkler, G. (1996). A general investigation of mean square error matrix superiority in linear regression. Statistica, 56(1), 15–25. https://doi.org/10.6092/issn.1973-2201/996