A note on Krafft's maximin linear estimator for linear regression parameters

DOI10.1080/02331888608801903zbMath0587.62139OpenAlexW1968958541MaRDI QIDQ3713419

Jürgen Pilz

Publication date: 1986

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888608801903

zbMATH Keywords

restricted parameter spaceleast favourable priorsmaximin estimatorconvex design theory

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Minimax linear regression estimation with symmetric parameter restrictions

Cites Work

• Unnamed Item
• Optimal Bayesian experimental design for linear models
• On general minimax theorems
• A maximin linear estimator for linear parameters under restrictions in form of inequalities
• The Minimum Mean Square Error Linear Estimator and Ridge Regression
• Minimum average risk estimators for coefficients in linear models
• Bayes Linear Estimators

This page was built for publication: A note on Krafft's maximin linear estimator for linear regression parameters