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Economical method for estimation of nonzero coefficients of linear normal regression

โœ Scribed by V. G. Ustyuzhaninov


Publisher
Springer US
Year
1994
Tongue
English
Weight
599 KB
Volume
29
Category
Article
ISSN
1573-8337

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When prior estimates of regression coe cients along with their standard errors or their variance-covariance matrix are available, they can be incorporated into the estimation procedure through minimax linear and mixed regression approaches. It is demonstrated that the mixed regression approach provi