Nonnegative quadratic estimation of the mean squared errors of minimax estimators in the linear regression model

被引：1

作者：

Gnot, S

Trenkler, G

机构：

[1] PEDAGOG UNIV, ZIELONA GORA, POLAND

[2] UNIV DORTMUND, W-4600 DORTMUND, GERMANY

来源：

ACTA APPLICANDAE MATHEMATICAE | 1996年 / 43卷 / 01期

关键词：

linear model; minimax estimators; total mean squared error; nonnegative minimum; biased estimator; one-way classification model;

D O I：

10.1007/BF00046988

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, the problem of nonnegative quadratic estimation of the mean squared errors of minimax estimators of beta in the linear regression model E(y) = X beta, Var(y) = sigma(2)I is discussed. An explicit formula for the admissible nonnegative minimum biased estimator is given. Some applications to one-way classification model are also considered.

引用

页码：71 / 80

页数：10

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