English, Article, Journal or magazine article edition: Minimax Estimator for linear models with nonrandom disturbances Christopeit, N.; V. L. Girko

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Bookmark: http://trove.nla.gov.au/version/52097
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Minimax Estimator for linear models with nonrandom disturbances
Author
  • Christopeit, N.
  • V. L. Girko
Physical Description
  • preprint
Notes
  • This paper collects some results of the authors on minimax estimation of parameters in linear (regression) models disturbed by some nuisance parameters. In contrast to conventional modelling, the disturbances are not specified as random variables but rather as unknown parameters, for which some a priori knowledge may be available. For various models and under different a priori restrictions on parameters and disturbances, either explicit formulas for the linear minimax estimator are derived or characterizations in form of spectral equations are obtained.
  • RePEc:bon:bonsfb:359
Language
  • English
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