Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints (Q689386)

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Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints
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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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