Minimax estimation with additional linear restrictions - a simulation study

DOI10.1080/03610918808812670MaRDI QIDQ3471500zbMATH OpenOpenAlexFDO

Authors Bernhard Schipp, Götz Trenkler, Peter Stahlecker

Publication date 1988

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918808812670

zbMATH Keywords

minimax estimatorregression analysissimulation study

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 4062439 (Why is no real title available?)
• scientific article; zbMATH DE number 3734975 (Why is no real title available?)
• scientific article; zbMATH DE number 3549956 (Why is no real title available?)
• Minimax linear regression estimation with symmetric parameter restrictions
• Partial Minimax Estimation in Regression Analysis
• Quasi minimax estimation in the linear regression model

Cited in

(16)

• Full and partial minimax estimation in regression analysis with additional linear constraints
• On the performance of minimax estimators in linear regression
• A subclass of Bayes linear estimators that are minimax
• A comparison of minimax and least squares estimators in linear regression with polyhedral prior information
• Minimax adjustment technique in a parameter restricted linear model
• Feasible minimax estimators in the simultaneous equations model under partial restrictions
• Approximate minimax estimation in linear regression: a simulation study
• scientific article; zbMATH DE number 3934213 (Why is no real title available?)
• scientific article; zbMATH DE number 3954081 (Why is no real title available?)
• On improved estimation under additional information
• Impacts of equi-correlated responses on multicollinearity
• scientific article; zbMATH DE number 723997 (Why is no real title available?)
• scientific article; zbMATH DE number 3996911 (Why is no real title available?)
• Assessing coverage-probabilities for approximate minimax estimators with respect to interval restrictions
• Restricted minimax estimation in semiparametric linear models
• Approximate minimax estimators in the simultaneous equations model

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