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Original Articles

Characterization of minimax linear estimators in linear regression

Pages 19-26 | Received 01 Feb 1978, Published online: 27 Jun 2007
 

Abstract

Two characterization theorems of the minimax linear estimator (Mile) are proven for the case, where the regression parameter varies only in an arbitrary ellipsoid. Furthermore, the existence, uniqueness and admissibility of Mile are shown. The explicit determination of Mile is carried out for a special case.

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