MSE-Improvement of the Least Squares Estimator by Dropping Variables.

Erkki P. Liski; Götz Trenkler

Metrika (1993)

  • Volume: 40, Issue: 5, page 263-269
  • ISSN: 0026-1335; 1435-926X/e

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Liski, Erkki P., and Trenkler, Götz. "MSE-Improvement of the Least Squares Estimator by Dropping Variables.." Metrika 40.5 (1993): 263-269. <http://eudml.org/doc/176472>.

@article{Liski1993,
author = {Liski, Erkki P., Trenkler, Götz},
journal = {Metrika},
keywords = {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},
number = {5},
pages = {263-269},
title = {MSE-Improvement of the Least Squares Estimator by Dropping Variables.},
url = {http://eudml.org/doc/176472},
volume = {40},
year = {1993},
}

TY - JOUR
AU - Liski, Erkki P.
AU - Trenkler, Götz
TI - MSE-Improvement of the Least Squares Estimator by Dropping Variables.
JO - Metrika
PY - 1993
VL - 40
IS - 5
SP - 263
EP - 269
KW - 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
UR - http://eudml.org/doc/176472
ER -

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