Another view of the Kuks-Olman estimator

DOI10.1016/S0378-3758(00)00098-7zbMATH Open0954.62080MaRDI QIDQ1582367FDOQ1582367

Authors: Bernhard F. Arnold, Peter Stahlecker 

Publication date: 18 February 2001

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

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zbMATH Keywords

minimax estimatorsridge estimatorsKuks-Olman estimators

Mathematics Subject Classification ID

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

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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• Linear models. Least squares and alternatives
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• Minimax linear regression estimation with symmetric parameter restrictions
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• Quasi minimax estimation in the linear regression model
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• 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
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• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints
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• Some properties of \([tr(Q^{2p})]^{1/2p}\) with application to linear minimax estimation
• Characterization of general ridge estimators

Cited In (11)

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

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