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Title: Minimum mean square error estimation (English)
Author: Wimmer, Gejza
Language: English
Journal: Aplikace matematiky
ISSN: 0373-6725
Volume: 24
Issue: 5
Year: 1979
Pages: 382-388
Summary lang: English
Summary lang: Slovak
Summary lang: Russian
Category: math
Summary: 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. (English)
Keyword: minimum mean square error estimation
MSC: 62H12
MSC: 62J05
idZBL: Zbl 0446.62066
idMR: MR0547041
DOI: 10.21136/AM.1979.103818
Date available: 2008-05-20T18:12:48Z
Last updated: 2020-07-28
Stable URL:
Reference: [1] C. R. Rao S. K. Mitra: Generalized inverse of matrices and its applications.John Wiley, New York 1971. MR 0338013
Reference: [2] J. S. Chipman: On least squares with insufficient observations.J. Amer. Statist. Assoc. 59 (1964), 1078-1111. Zbl 0144.42401, MR 0175220, 10.1080/01621459.1964.10480751


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