Linear regression analysis using the relative squared error
نویسندگان
چکیده
منابع مشابه
Estimating a Bounded Normal Mean Relative to Squared Error Loss Function
Let be a random sample from a normal distribution with unknown mean and known variance The usual estimator of the mean, i.e., sample mean is the maximum likelihood estimator which under squared error loss function is minimax and admissible estimator. In many practical situations, is known in advance to lie in an interval, say for some In this case, the maximum likelihood estimator...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2002
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(01)00572-9