Some properties of \([tr(Q^{2p})]^{1/2p}\) with application to linear minimax estimation
From MaRDI portal
Publication:917459
DOI10.1016/0024-3795(90)90346-EzbMath0704.90102MaRDI QIDQ917459
Jörg Lauterbach, Peter Stahlecker
Publication date: 1990
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Linear regression; mixed models (62J05) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Optimality conditions for minimax problems (49K35) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Probabilistic methods, stochastic differential equations (65C99)
Related Items
A numerical method for an approximate minimax estimator in linear regression, Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints, Another view of the Kuks-Olman estimator, Relative squared error prediction in the generalized linear regression model
Cites Work
- Minimax linear regression estimation with symmetric parameter restrictions
- Full and partial minimax estimation in regression analysis with additional linear constraints
- Effiziente Schrittweitenfunktionen bei unrestringierten Optimierungsaufgaben
- Global convergence rates for descent algorithms: Improved results for strictly convex problems
- Characterization of minimax linear estimators in linear regression
- Approximate linear minimax estimation in regression analysis with ellipsoidal constraints
- Matrix Analysis
- A minimax linear estimator for linear parameters under restrictions in form of inequalities
- Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
- On the Approximate Minimization of Functionals
- Inequalities: theory of majorization and its applications
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item