Best linear estimation via minimization of relative mean squared error
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DOI: 10.1007/s11222-017-9792-0
Abstract: We propose methods to construct a biased linear estimator for linear regression which optimizes the relative mean squared error (MSE). Although there have been proposed biased estimators which are shown to have smaller MSE than… read more here.
Keywords: relative mean; squared error; minimization relative; mean squared ... See more keywords