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An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis - MaRDI portal

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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