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    Statements

    author
    Jürgen Pilz
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    publication date
    1984
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    Mathematics Subject Classification ID
    62J05
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    62F35
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    62F15
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    zbMATH DE Number
    3958477
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    zbMATH Keywords
    weak prior knowledge
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    efficiency
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    risk
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    least squares estimator
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    robustness
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    linear Bayes regression estimator
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    incorrect specification of the error covariance matrix
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    minimax Bayes estimator
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