Template-Type:ReDIF-Paper 1.0  
Title: Minimax Estimator for linear models with nonrandom disturbances
Author-Name: Christopeit, N.
Author-Name: V. L. Girko
Classification-JEL:E43, E52
Keywords:
Abstract: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.
Length: pages
Creation-Date: 1995-01
Revision-Date: 
Handle: RePEc:bon:bonsfb:359
File-URL: http://www.wiwi.uni-bonn.de/bgsepapers/bonsfb/bonsfb359.pdf
File-Format: application/pdf
File-Size: 219009 bytes