Nonnegative quadratic estimation of the
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S. Gnot; G. Trenkler
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Article
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1996
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Springer Netherlands
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English
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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