Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances
Year of publication: |
2000
|
---|---|
Authors: | Wan, Alan ; Chaturvedi, Anoop |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 52.2000, 2, p. 332-342
|
Publisher: |
Springer |
Subject: | Asymptotic expansion | quadratic loss | minimum mean squared error | risk | Stein-rule |
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