Another view of the Kuks-Olman estimator

DOI10.1016/S0378-3758(00)00098-7MaRDI QIDQ1582367zbMATH OpenFDO

Authors Bernhard F. Arnold, Peter Stahlecker

Publication date 18 February 2001

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

Full work available at URL https://doi.org/10.1016/S0378-3758(00)00098-7

zbMATH Keywords

Kuks-Olman estimatorsminimax estimatorsridge estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
• Characterization of general ridge estimators
• Characterization of minimax linear estimators in linear regression
• Estimation of parameters in a linear model
• scientific article; zbMATH DE number 4062439 (Why is no real title available?)
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• scientific article; zbMATH DE number 3443025 (Why is no real title available?)
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• Some properties of \([tr(Q^{2p})]^{1/2p}\) with application to linear minimax estimation

Cited in

(12)

• Linear regression analysis using the relative squared error
• Relative squared error prediction in the generalized linear regression model
• Adaptive unified biased estimators of parameters in linear model
• Minimax estimation in the linear model with a relative squared error
• Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss
• A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
• Minimax prediction in the linear model with a relative squared error
• Some properties of the relative squared error approach to linear regression analysis
• A Note on the Kuks-Olman Estimator
• An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
• Equality between two general ridge estimators and equivalence of their residual sums of squares
• Covariance structure associated with an equality between two general ridge estimators

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