MSE-Improvement of the Least Squares Estimator by Dropping Variables.
Metrika, Tome 40 (1993) no. 2, pp. 263-269
Cet article a éte moissonné depuis la source European Digital Mathematics Library
Mots-clés :
mean squared error superiority, variance of the least squares estimator, mean squared error-matrix criterion, dropping variables, mean shift model, reduced model, full model, uniformly most powerful -statistic
@article{MET_1993__40_2_176472,
author = {Erkki P. Liski and G\"otz Trenkler},
title = {MSE-Improvement of the {Least} {Squares} {Estimator} by {Dropping} {Variables.}},
journal = {Metrika},
pages = {263--269},
year = {1993},
volume = {40},
number = {2},
zbl = {0776.62056},
url = {http://geodesic.mathdoc.fr/item/MET_1993__40_2_176472/}
}
Erkki P. Liski; Götz Trenkler. MSE-Improvement of the Least Squares Estimator by Dropping Variables.. Metrika, Tome 40 (1993) no. 2, pp. 263-269. http://geodesic.mathdoc.fr/item/MET_1993__40_2_176472/