On Minimax Estimation of Regression

DOI10.1137/1135069MaRDI QIDQ3359602zbMATH OpenOpenAlexFDO

Authors Iosif Pinelis

Publication date 1990

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1135069

zbMATH Keywords

arbitrary convex class of covariance matricesdual theoremsgeneral Gauss-Markov modellinear unbiased minimax estimationpositive-definite dispersion matrixpseudo-best estimators

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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