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Minimax prediction in the linear model with a relative squared error

✍ Scribed by Maciej Wilczyński


Publisher
Springer-Verlag
Year
2010
Tongue
English
Weight
195 KB
Volume
53
Category
Article
ISSN
0932-5026

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📜 SIMILAR VOLUMES


Nonnegative quadratic estimation of the
✍ S. Gnot; G. Trenkler 📂 Article 📅 1996 🏛 Springer Netherlands 🌐 English ⚖ 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