Modified minimax estimation of regression coefficients

DOI10.1080/02331888508801866zbMATH Open0588.62108OpenAlexW1997266882MaRDI QIDQ3716097FDOQ3716097

Authors: Josef Kozak 

Publication date: 1985

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888508801866

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zbMATH Keywords

regression coefficientsinterpretability of estimatorsmodified minimax estimation

Mathematics Subject Classification ID

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

Cites Work

• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Title not available (Why is that?)

Cited In (6)

• Linear Bayes and minimax estimation in linear models with partially restricted parameter space
• On improved estimation under additional information
• Modified minimax quadratic estimation of variance components.
• Linear and ellipsoidal restrictions in linear regression
• Estimation using the linear regression model with incomplete ellipsoidal restrictions
• Title not available (Why is that?)

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