Nonnegative quadratic estimation of the mean squared errors of minimax estimators in the linear regression model

✍ Scribed by S. Gnot; G. Trenkler

• Publisher: Springer Netherlands
• Year: 1996
• Tongue: English
• Weight: 354 KB
• Volume: 43
• Category: Article
• ISSN: 0167-8019
• DOI: 10.1007/bf00046988

✦ Synopsis

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-way classification model are also considered.