Minimax Estimation for Linear Regressions

  • Radner R
N/ACitations
Citations of this article
6Readers
Mendeley users who have this article in their library.

Abstract

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

Cite

CITATION STYLE

APA

Radner, R. (1958). Minimax Estimation for Linear Regressions. The Annals of Mathematical Statistics, 29(4), 1244–1250. https://doi.org/10.1214/aoms/1177706455

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free