Characterization of minimax linear estimators in linear regression
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Publication:3207935
DOI10.1080/02331887908801463zbMATH Open0417.62051OpenAlexW2085932209MaRDI QIDQ3207935FDOQ3207935
Authors: Kurt Hoffmann
Publication date: 1979
Published in: Series Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331887908801463
Cited In (25)
- Fuzzy prior information and minimax estimation in the linear regression model
- Linear Affine Estimation in Misspecified Linear Regression Models Using Fuzzy Prior Information
- Approximate minimax estimators in the simultaneous equations model
- Linear Bayes and minimax estimation in linear models with partially restricted parameter space
- Some properties of \([tr(Q^{2p})]^{1/2p}\) with application to linear minimax estimation
- Full and partial minimax estimation in regression analysis with additional linear constraints
- Linear minimax estimation with ellipsoidal constraints
- Minimax prediction in the linear model with a relative squared error
- Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints
- Minimax estimation in linear regression with ellipsoidal constraints
- Minimax linear regression estimation with symmetric parameter restrictions
- Quasi-minimax estimation in the general linear regression model
- Another view of the Kuks-Olman estimator
- Minimax estimation in linear regression under restrictions
- RAP-method (random perturbation method) for minimax \(G\)-filter
- On the performance of minimax estimators in linear regression
- Relative squared error prediction in the generalized linear regression model
- Minimax estimation in the linear model with a relative squared error
- Minimax estimation over ellipsoids in ℓ2
- RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients
- Spectral methods in linear minimax estimation
- Linear regression analysis using the relative squared error
- A subclass of Bayes linear estimators that are minimax
- A minimax approach to missing values in linear regression
- Quasi-Minimax Estimation in the Linear Model with Measurement Errors
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