An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
| Year of publication: |
2011
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|---|---|
| Authors: | Arnold, Bernhard ; Stahlecker, Peter |
| Published in: |
Metrika. - Springer. - Vol. 74.2011, 3, p. 397-407
|
| Publisher: |
Springer |
| Subject: | Generalized least squares estimator | Kuks-Olman estimator | Linear affine estimation | Linear regression | Löwner ordering | Minimax estimation | Relative squared error | Ridge estimator |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009324798