3 papers
math.ST2026
Parameter-free conditions for equality of general ridge estimators under spatial error models
Hirai Mukasa
This paper investigates when two general ridge estimators coincide under spatial error models. First, in the general linear model, we derive a necessary and sufficient condition ba…
math.ST2026
Bayes linear estimator in the general linear model
Hirai Mukasa
The Bayes linear estimator is obtained by minimizing the Bayes risk matrix under squared loss among all linear estimators. In this paper, we study the statistical properties and eq…
math.ST2025
Equality between two general ridge estimators and equivalence of their residual sums of squares
Hirai Mukasa, Koji Tsukuda
General ridge estimators are typical linear estimators in a general linear model. The class of them includes some shrinkage estimators in addition to classical linear unbiased esti…