✦ LIBER ✦

On contractions in linear regression

✍ Scribed by Jürgen Gross

Book ID: 104340602
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 89 KB
Volume: 74
Category: Article
ISSN: 0378-3758
DOI: 10.1016/s0378-3758(98)00004-4

No coin nor oath required. For personal study only.

✦ Synopsis

In this paper we demonstrate how the concept of a contractive matrix plays its role in linear regression. We review some well-known facts on the outperformance of the ordinary least-squares estimator and combine these with some new results on admissibility of estimators. Moreover, results on linear su ciency and linear completeness are given.

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