Numerical methods for linear minimax estimation

DOI10.7151/DMPS.1003MaRDI QIDQ4526134zbMATH OpenOpenAlexFDO

Authors Norbert Gaffke, Berthold Heiligers

Publication date 17 May 2001

Published in Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7151/dmps.1003

zbMATH Keywords

Bayes estimationdualityL-optimalitylinear modelmean squared errorminimax estimationnon-smooth optimizationp-meanparametric restrictionsquasi Newton method

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Estimation in multivariate analysis (62H12)

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