A Family of Minimax Estimators in Some Multiple Regression Problems
Takada, Y.
Ann. Statist., Tome 7 (1979) no. 1, p. 1144-1147 / Harvested from Project Euclid
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A family of estimators which dominate the maximum likelihood estimators of regression coefficients is given when the dependent variable and (3 or more) independent variables have a joint normal distribution.
Publié le : 1979-09-14
Classification:  Minimax estimator,  invariance structure,  regression coefficients,  62C99,  62F10,  62H99 
@article{1176344798,
     author = {Takada, Y.},
     title = {A Family of Minimax Estimators in Some Multiple Regression Problems},
     journal = {Ann. Statist.},
     volume = {7},
     number = {1},
     year = {1979},
     pages = { 1144-1147},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344798}
}

Takada, Y. A Family of Minimax Estimators in Some Multiple Regression Problems. Ann. Statist., Tome 7 (1979) no. 1, pp.  1144-1147. http://gdmltest.u-ga.fr/item/1176344798/