# 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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