Reducing the Maximum Risk of Regression Estimators by Polyhedral Projection (Q4869587)

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scientific article; zbMATH DE number 854610
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Reducing the Maximum Risk of Regression Estimators by Polyhedral Projection
scientific article; zbMATH DE number 854610

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    Reducing the Maximum Risk of Regression Estimators by Polyhedral Projection (English)
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    18 April 1996
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    inequality restrictions
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    minimax estimation
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    least squares estimator
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    projection methods
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    linear inequalities
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    polyhedral prior information
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    Monte Carlo study
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