Abstract
In the previous chapter we have considered the non-linear Stein estimator as an example for an alternative to the ordinary least squares estimator which can have specific advantages. Now, we present further alternative estimators whose use can be shown to benefit certain situations. In general, we proceed by presenting an alternative as a linear estimator and comparing its properties with those of the ordinary least squares estimator. Then we demonstrate the use of one or more non-linear variants of the estimator in question in practice.
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© 2003 Springer-Verlag Berlin Heidelberg
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Groß, J. (2003). Alternative Estimators. In: Linear Regression. Lecture Notes in Statistics, vol 175. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-55864-1_3
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DOI: https://doi.org/10.1007/978-3-642-55864-1_3
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-40178-0
Online ISBN: 978-3-642-55864-1
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