Abstract When estimating the coefficients in a linear regression it is usually assumed that the covariances of the observations on the dependent variable are known up to multiplication by some common positive number, say $ c $, which is unknown. If this number $ c $ is known to
CITATION STYLE
Radner, R. (1958). Minimax Estimation for Linear Regressions. The Annals of Mathematical Statistics, 29(4), 1244–1250. https://doi.org/10.1214/aoms/1177706455
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