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Preliminary-test estimation of the standard error of estimate in linear regression

โœ Scribed by Judith A. Clarke


Book ID
116101015
Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
299 KB
Volume
34
Category
Article
ISSN
0165-1765

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Nonnegative quadratic estimation of the
โœ S. Gnot; G. Trenkler ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Springer Netherlands ๐ŸŒ English โš– 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