On the performance of minimax estimators in linear regression

DOI10.1016/0167-9473(93)90160-UzbMath0937.62618OpenAlexW2051240917MaRDI QIDQ1361568

Karsten Schmidt

Publication date: 25 August 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(93)90160-u

zbMATH Keywords

linear regressioninequality restrictionsminimax estimationadmissibilityaverage performance

Mathematics Subject Classification ID

Paired and multiple comparisons; multiple testing (62J15)

Related Items (1)

Robust optimal decisions with imprecise forecasts

Cites Work

• Minimax linear regression estimation with symmetric parameter restrictions
• Characterization of minimax linear estimators in linear regression
• Minimax estimation with additional linear restrictions - a simulation study
• Approximate linear minimax estimation in regression analysis with ellipsoidal constraints
• Quasi minimax estimation in the linear regression model
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Admissibility of linear estimators with respect to restricted parameter sets

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