An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis (Q649102)
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scientific article; zbMATH DE number 5982653
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| English | An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis |
scientific article; zbMATH DE number 5982653 |
Statements
An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis (English)
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30 November 2011
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generalized least squares estimator
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Kuks-Olman estimator
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linear affine estimation
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Löwner ordering
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ridge estimator
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0.8879685401916504
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0.8483787178993225
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0.8236647844314575
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0.7959563136100769
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