Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints (Q689386)
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scientific article; zbMATH DE number 445167
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| English | Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints |
scientific article; zbMATH DE number 445167 |
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Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints (English)
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2 December 1993
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approximate linear minimax estimation
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linear affine minimax estimation
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convex, compact polyhedral constraints
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maximal weighted risk
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exact minimax solution
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general quadratic loss
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singular covariance matrix
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0.9182145
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0.9106133
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0.91020215
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0.90826046
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