Partial Minimax Estimation in Regression Analysis

DOI10.1111/J.1467-9574.1987.TB01177.XMaRDI QIDQ3792085zbMATH OpenOpenAlexFDO

Authors Franz Hering, Götz Trenkler, Peter Stahlecker

Publication date 1987

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1987.tb01177.x

zbMATH Keywords

Cobb-Douglas production functionconcentration ellipsoidgeneralized least squares estimatorpartial minimaxrestricted parameters

Mathematics Subject Classification ID

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

Cites work

• A minimax linear estimator for linear parameters under restrictions in form of inequalities
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• Improved inference in linear models with additional information
• Least squares histimators as robust and minimax estimators
• Linear Statistical Inference and its Applications
• Minimax linear, ridge and shrunken estimators for linear parameters
• Quasi minimax estimation in the linear regression model
• Some Improvements in Weighing and Other Experimental Techniques

Cited in

(10)

• Estimation using the linear regression model with incomplete ellipsoidal restrictions
• Linear plus quadratic (LPQ) quasiminimax estimation in the linear regression model
• Minimax estimation in linear regression model
• Feasible minimax estimators in the simultaneous equations model under partial restrictions
• A minimax approach to missing values in linear regression
• Approximate minimax estimation in linear regression: a simulation study
• Minimax estimation with additional linear restrictions - a simulation study
• Linear and ellipsoidal restrictions in linear regression
• Mini-max-risk and mini-mean-risk inferences for a partially piecewise regression
• Linear Bayes and minimax estimation in linear models with partially restricted parameter space

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