Linear minimax-estimation in linear models with affine and ellipsoidal restrictions

DOI10.1016/0167-9473(91)90106-CMaRDI QIDQ1896170zbMATH OpenFDO

Authors Hilmar Drygas

Publication date 17 August 1995

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

Full work available at URL https://doi.org/10.1016/0167-9473(91)90106-C

Mathematics Subject Classification ID

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

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Cites work

• Full and partial minimax estimation in regression analysis with additional linear constraints
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• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• scientific article; zbMATH DE number 3484225 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Minimax linear regression estimation with symmetric parameter restrictions
• The estimation of residual variance in regression analysis

Cited in

(16)

• Minimax linear regression estimation with symmetric parameter restrictions
• Linear minimax estimation with ellipsoidal constraints
• Minimax adjustment technique in a parameter restricted linear model
• scientific article; zbMATH DE number 4145170 (Why is no real title available?)
• A maximin linear estimator for linear parameters under restrictions in form of inequalities
• Minimax estimation methods under ellipsoidal constraints
• Applied regression analysis bibliography update 1990-91
• scientific article; zbMATH DE number 494376 (Why is no real title available?)
• Linear and ellipsoidal restrictions in linear regression
• scientific article; zbMATH DE number 722353 (Why is no real title available?)
• scientific article; zbMATH DE number 723997 (Why is no real title available?)
• scientific article; zbMATH DE number 1535932 (Why is no real title available?)
• scientific article; zbMATH DE number 1747129 (Why is no real title available?)
• scientific article; zbMATH DE number 2163923 (Why is no real title available?)
• scientific article; zbMATH DE number 926556 (Why is no real title available?)
• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints

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