Minimum risk equivariant estimator in linear regression model

DOI10.1524/stnd.2009.1018zbMath1178.62058OpenAlexW1968778352MaRDI QIDQ3654463

Jan Picek, Jana Jureckova

Publication date: 6 January 2010

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/be0c91062cf11d246870d8dc56d498e19780c540

zbMATH Keywords

asymptotic representationmaximal invariantHájek-Hoeffding projectionHoeffding-van Zwet decomposition

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30)

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Non-asymptotic bounds for the \(\ell_{\infty}\) estimator in linear regression with uniform noise

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