On a relationship between minimax-linear and admissible estimators in linear regression

DOI10.1016/0024-3795(92)90213-TMaRDI QIDQ1195589zbMATH OpenOpenAlexFDO

Authors Erkki P. Liski

Publication date 14 December 1992

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(92)90213-t

zbMATH Keywords

class of linear estimatorsnew classes of minimax-linear estimatorsquadratic risk

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

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Cited in

(3)

• All admissible linear estimators of the regression parameter vector in the case of an arbitrary parameter subset
• Nonnegative quadratic estimation of the mean squared errors of minimax estimators in the linear regression model
• Minimax properties for linear estimators of the location parameter of a linear model

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