Minimax prediction in the linear model with a relative squared error

DOI10.1007/s00362-010-0325-6zbMath1241.62106OpenAlexW1987895781MaRDI QIDQ434388

Maciej Wilczyński

Publication date: 10 July 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-010-0325-6

zbMATH Keywords

linear regressionminimax estimatorminimax predictor

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

On two correlated linear models with common and different parameters

Cites Work

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• Linear Statistical Inference and its Applications

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