Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances

Author: Wan A.T.K.  

Publisher: Springer Publishing Company

ISSN: 0020-3157

Source: Annals of the Institute of Statistical Mathematics, Vol.52, Iss.2, 2000-06, pp. : 332-342

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Abstract