Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
Publication:4204949
DOI10.1080/02331888908802199zbMath0686.62019MaRDI QIDQ4204949
Norbert Gaffke, Berthold Heiligers
Publication date: 1989
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888908802199
linear model; BLUE; Bayes estimators; ellipsoidal constraints; admissible estimators; linear minimax estimator; parameter restrictions; least favourable prior distribution; matrix risk; contaminated linear regression; bounded mean squared error functions; estimation of unrestricted parameters; least favourable moment matrix; Löwner semi-ordering
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62F10: Point estimation
62F15: Bayesian inference
62C20: Minimax procedures in statistical decision theory
62C15: Admissibility in statistical decision theory
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