Modified minimax estimation of regression coefficients

DOI10.1080/02331888508801866MaRDI QIDQ3716097zbMATH OpenOpenAlexFDO

Authors Josef Kozak

Publication date 1985

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888508801866

zbMATH Keywords

regression coefficientsinterpretability of estimatorsmodified minimax estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3549956 (Why is no real title available?)
• A minimax linear estimator for linear parameters under restrictions in form of inequalities

Cited in

(6)

• Linear Bayes and minimax estimation in linear models with partially restricted parameter space
• On improved estimation under additional information
• Modified minimax quadratic estimation of variance components.
• Linear and ellipsoidal restrictions in linear regression
• Estimation using the linear regression model with incomplete ellipsoidal restrictions
• scientific article; zbMATH DE number 7730941 (Why is no real title available?)

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