On the performance of minimax estimators in linear regression

DOI10.1016/0167-9473(93)90160-UzbMATH Open0937.62618OpenAlexW2051240917MaRDI QIDQ1361568FDOQ1361568

Authors: Karsten Schmidt 

Publication date: 25 August 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(93)90160-u

Recommendations

• A comparison of minimax and least squares estimators in linear regression with polyhedral prior information
• Quasi minimax estimation in the linear regression model
• Quasi-minimax estimation in the general linear regression model
• Minimax estimation with additional linear restrictions - a simulation study

zbMATH Keywords

linear regressionadmissibilityminimax estimationaverage performanceinequality restrictions

Mathematics Subject Classification ID

Paired and multiple comparisons; multiple testing (62J15)

Cites Work

• Approximate linear minimax estimation in regression analysis with ellipsoidal constraints
• Minimax linear regression estimation with symmetric parameter restrictions
• Characterization of minimax linear estimators in linear regression
• Quasi minimax estimation in the linear regression model
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Admissibility of linear estimators with respect to restricted parameter sets
• Minimax estimation with additional linear restrictions - a simulation study

Cited In (12)

• Title not available (Why is that?)
• Quasi-minimax estimation in the general linear regression model
• Title not available (Why is that?)
• Robust optimal decisions with imprecise forecasts
• On approximating the minimum risk estimator in linear regression models
• Approximate minimax estimation in linear regression: a simulation study
• Approximate minimax estimation in linear regression: theoretical results
• Minimax properties for linear estimators of the location parameter of a linear model
• Title not available (Why is that?)
• Title not available (Why is that?)
• On a relationship between minimax-linear and admissible estimators in linear regression
• Minimax estimators of regression functions under normalized quadratic loss functions and inequality restrictions

This page was built for publication: On the performance of minimax estimators in linear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1361568)