Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints (Q689386)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints |
scientific article |
Statements
Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints (English)
0 references
2 December 1993
0 references
approximate linear minimax estimation
0 references
linear affine minimax estimation
0 references
convex, compact polyhedral constraints
0 references
maximal weighted risk
0 references
exact minimax solution
0 references
general quadratic loss
0 references
singular covariance matrix
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
