Mixing least-squares estimators when the variance is unknown

Bernoulli

Volumn 14, Issue 4, 2008, Pages 1089-1107

  Giraud, Christophe ^a  

^a UNIVERSITÉ CÔTE D'AZUR   (France)

Author keywords

Adaptive minimax estimation; Gibbs mixture; Linear regression; Oracle inequalities; Shrinkage estimator

Indexed keywords

EID: 58149358999     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/08-BEJ135     Document Type: Article

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