Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances

DOI10.1007/s11424-012-0051-3zbMath1282.93238OpenAlexW1975333146MaRDI QIDQ394450

Anoop Chaturvedi, Suchita Kesarwani

Publication date: 27 January 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-012-0051-3

zbMATH Keywords

risklarge sample asymptoticminimum Mean square errornon-spherical disturbancesPitman nearness criterion quadratic loss

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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