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Improvement of the predicted least-squares-estimates in multiple linear regression by means of an examination of residuals

✍ Scribed by M. Huehn


Book ID
105399207
Publisher
Springer
Year
1984
Tongue
English
Weight
483 KB
Volume
31
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