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An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis

✍ Scribed by Bernhard F. Arnold; Peter Stahlecker


Publisher
Springer
Year
2010
Tongue
English
Weight
168 KB
Volume
74
Category
Article
ISSN
0026-1335

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Nonnegative quadratic estimation of the
✍ S. Gnot; G. Trenkler πŸ“‚ Article πŸ“… 1996 πŸ› Springer Netherlands 🌐 English βš– 354 KB

In this paper, the problem of nonnegative quadratic estimation of the mean squared errors of minimax estimators of/3 in the linear regression model E(y) = X/3, Var(y) = cr2I is discussed. An explicit formula for the admissible nonnegative minimum biased estimator is given. Some applications to one-w