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Matrix mean square error comparisons based on a certain covariance structure |
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| Authors: | G. Trenkler G. Ihorst |
| Affiliation: | Department of Statistics , University of Dortmund |
| Abstract: | For two given estimators of a parameter vector the covariance structure of their difference is used to compare them in terms of their mean square error matrices. The results obtained are applied to the covariance adjustment technique and regression |
| Keywords: | Matrix mean square error dominance biased estimator regression analysis covariance adjustment technique |