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Matrix mean square error comparisons based on a certain covariance structure

 

作者: G. Trenkler*,   G. Ihorst,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1990）
卷期: Volume 19, issue 3  

页码: 1035-1043

 

ISSN:0361-0918

 

年代: 1990

 

DOI:10.1080/03610919008812904

 

出版商: Marcel Dekker, Inc.

 

关键词: Matrix mean square error dominance;biased estimator;regression analysis;covariance adjustment technique

 

数据来源: Taylor

 

摘要:

For two given estimators of a parameter vector the covariance structure of their difference is used to compare them in terms of their mean square error matrices. The results obtained are applied to the covariance adjustment technique and regression

 

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