Linear Bayes and minimax estimation in linear models with partially restricted parameter space (Q689385): Difference between revisions

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Latest revision as of 09:08, 30 July 2024

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Linear Bayes and minimax estimation in linear models with partially restricted parameter space
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    Linear Bayes and minimax estimation in linear models with partially restricted parameter space (English)
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    6 January 1994
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    mean squared error
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    ellipsoidal restrictions
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    linear minimax estimation
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    linear models
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    partial parameter restrictions
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    full parameter restrictions
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    duality
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    Bayes estimation
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    least favourable prior distributions
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    decomposition result for Bayes estimators
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