On the performance of minimax estimators in linear regression

DOI10.1016/0167-9473(93)90160-UMaRDI QIDQ1361568zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

linear regressionadmissibilityminimax estimationaverage performanceinequality restrictions

Mathematics Subject Classification ID

Paired and multiple comparisons; multiple testing (62J15)

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Cites work

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

Cited in

(12)

• Minimax estimators of regression functions under normalized quadratic loss functions and inequality restrictions
• scientific article; zbMATH DE number 3932227 (Why is no real title available?)
• scientific article; zbMATH DE number 3856178 (Why is no real title available?)
• On a relationship between minimax-linear and admissible estimators in linear regression
• On approximating the minimum risk estimator in linear regression models
• scientific article; zbMATH DE number 3858224 (Why is no real title available?)
• Robust optimal decisions with imprecise forecasts
• Approximate minimax estimation in linear regression: theoretical results
• Minimax properties for linear estimators of the location parameter of a linear model
• scientific article; zbMATH DE number 3954081 (Why is no real title available?)
• Quasi-minimax estimation in the general linear regression model
• Approximate minimax estimation in linear regression: a simulation study

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