Note on a paper

DOI10.1080/02331889108802277MaRDI QIDQ3359596zbMATH OpenOpenAlexFDO

Authors Norbert Gaffke, Berthold Heiligers

Publication date 1991

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889108802277

zbMATH Keywords

linear modelmean squared errormaximumMILEellipsoidal parameter spaceMinimax Linear Estimatorrestricted parameter region

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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• Centred ellipsoids for which an admissible linear estimator is the minimax linear estimator
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Cites work

• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
• Minimax linear regression estimation with symmetric parameter restrictions
• Minimax properties for linear estimators of the location parameter of a linear model

Cited in

(8)

• Note on a paper by Diaz and Philibert
• Note on a Paper of J. L. Palacios
• Linear minimax estimation with ellipsoidal constraints
• Spectral theory of minimax estimation
• Centred ellipsoids for which an admissible linear estimator is the minimax linear estimator
• A note on Lárusson-Sigurdsson's paper
• A note on the Almansi property
• A subclass of Bayes linear estimators that are minimax

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