An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis (Q649102)

From MaRDI portal
scientific article
Language Label Description Also known as
English
An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
scientific article

    Statements

    An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis (English)
    0 references
    0 references
    0 references
    0 references
    30 November 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    generalized least squares estimator
    0 references
    Kuks-Olman estimator
    0 references
    linear affine estimation
    0 references
    Löwner ordering
    0 references
    ridge estimator
    0 references
    0 references