MSE-Improvement of the Least Squares Estimator by Dropping Variables.
Metrika, Tome 40 (1993) no. 2, pp. 263-269.

Voir la notice de l'article provenant de 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},
     publisher = {mathdoc},
     volume = {40},
     number = {2},
     year = {1993},
     zbl = {0776.62056},
     url = {http://geodesic.mathdoc.fr/item/MET_1993__40_2_176472/}
}
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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/