Minimum mean square error estimation
Aplikace matematiky (1979)
- Volume: 24, Issue: 5, page 382-388
- ISSN: 0862-7940
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topWimmer, Gejza. "Minimum mean square error estimation." Aplikace matematiky 24.5 (1979): 382-388. <http://eudml.org/doc/15114>.
@article{Wimmer1979,
abstract = {In many cases we can consider the regression parameters as realizations of a random variable. In these situations the minimum mean square error estimator seems to be useful and important. The explicit form of this estimator is given in the case that both the covariance matrices of the random parameters and those of the error vector are singular.},
author = {Wimmer, Gejza},
journal = {Aplikace matematiky},
keywords = {minimum mean square error estimation},
language = {eng},
number = {5},
pages = {382-388},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Minimum mean square error estimation},
url = {http://eudml.org/doc/15114},
volume = {24},
year = {1979},
}
TY - JOUR
AU - Wimmer, Gejza
TI - Minimum mean square error estimation
JO - Aplikace matematiky
PY - 1979
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 24
IS - 5
SP - 382
EP - 388
AB - In many cases we can consider the regression parameters as realizations of a random variable. In these situations the minimum mean square error estimator seems to be useful and important. The explicit form of this estimator is given in the case that both the covariance matrices of the random parameters and those of the error vector are singular.
LA - eng
KW - minimum mean square error estimation
UR - http://eudml.org/doc/15114
ER -
References
top- C. R. Rao S. K. Mitra, Generalized inverse of matrices and its applications, John Wiley, New York 1971. (1971) MR0338013
- J. S. Chipman, 10.1080/01621459.1964.10480751, J. Amer. Statist. Assoc. 59 (1964), 1078-1111. (1964) Zbl0144.42401MR0175220DOI10.1080/01621459.1964.10480751
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