Minimax linear regression estimation with symmetric parameter restrictions

DOI10.1016/0378-3758(86)90141-2zbMath0602.62054OpenAlexW1991519555MaRDI QIDQ1082019

Jürgen Pilz

Publication date: 1986

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(86)90141-2

zbMATH Keywords

linear constraintsrestricted parameterminimax linear estimatorBayes L-optimal designellipsoid constraintsleast favourable prior distributionsecond moment matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

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