Minimax estimation in linear regression model

DOI10.1016/0378-3758(95)00046-1MaRDI QIDQ1918147zbMATH OpenOpenAlexFDO

Authors Anil K. Srivastava, Praveen Shukla

Publication date 6 November 1996

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(95)00046-1

zbMATH Keywords

shrinkage estimatorsleast-squares estimatorsinequality constraintsquadratic lossdominanceellipsoidal constraintsmock-minimaxquasi-minimax estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Parametric inference under constraints (62F30)

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• Minimax-linear and theil estimator for restrained regression coefficients
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Cited in

(12)

• Quasi minimax estimation in the linear regression model
• Linear minimax estimation in a mixed model under ellipsoidal constraints
• Minimax estimation in linear regression with ellipsoidal constraints
• Minimax estimation in linear regression under restrictions
• scientific article; zbMATH DE number 509212 (Why is no real title available?)
• scientific article; zbMATH DE number 4155684 (Why is no real title available?)
• Approximate minimax estimation in linear regression: a simulation study
• Minimum risk equivariant estimator in linear regression model
• scientific article; zbMATH DE number 3932227 (Why is no real title available?)
• Augmented minimax linear estimation
• Estimation of a Regression Function by Maxima of Minima of Linear Functions
• Minimax estimators of regression functions under normalized quadratic loss functions and inequality restrictions

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