Approximate linear minimax estimation in regression analysis with ellipsoidal constraints

DOI10.1080/03610928908830060zbMATH Open0696.62273OpenAlexW2071064873MaRDI QIDQ3474056FDOQ3474056

Authors: Peter Stahlecker, Jörg Lauterbach 

Publication date: 1989

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830060

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zbMATH Keywords

linear regression modelprior informationregression analysisminimax estimatornonlinear constraints

Mathematics Subject Classification ID

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

Cited In (23)

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• Full and partial minimax estimation in regression analysis with additional linear constraints
• A numerical method for an approximate minimax estimator in linear regression
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• Linear minimax-estimation in linear models with affine and ellipsoidal restrictions
• Linear minimax estimation with ellipsoidal constraints
• Linear and ellipsoidal restrictions in linear regression
• Concentration ellipsoids, their planes of support, and the linear regression model
• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints
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• Minimax linear regression estimation with symmetric parameter restrictions
• Quasi-minimax estimation in the general linear regression model
• Minimax estimation methods under ellipsoidal constraints
• Minimax estimation in linear regression under restrictions
• On the performance of minimax estimators in linear regression
• Quasi-minimax estimation in the partial linear model
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• Numerical methods for linear minimax estimation
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• Estimation and variable selection for semiparametric additive partial linear models
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