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Rates of convergence of some estimators in a class of deconvolution problems

โœ Scribed by Leonard A. Stefanski


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
408 KB
Volume
9
Category
Article
ISSN
0167-7152

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Some properties of a class of biased reg
โœ J.M. Lowerre ๐Ÿ“‚ Article ๐Ÿ“… 1977 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 731 KB

For the linear statistical model y = Xb + e, X of full column rank estimates of b of the form (C+ X'X)'X'y are studied, where C commutes with X'X and Q' is the Moore-Penrose inverse of Q. Such estimators may have smaller mean square error, component by component than does the least squares estimator