Quasi minimax estimation in the linear regression model

DOI10.1080/02331888708802010zbMath0635.62066OpenAlexW1973886103WikidataQ126242523 ScholiaQ126242523MaRDI QIDQ3774755

Peter Stahlecker, Götz Trenkler

Publication date: 1987

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888708802010

zbMATH Keywords

concentration ellipsoidequality restrictionsquasi minimax linear estimatorupper bound of maximal risk

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

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Cites Work

• Minimax linear regression estimation with symmetric parameter restrictions
• A Note on Superiority Comparisons of Homogeneous Linear Estimators
• On the combination of equality and inequality restrictions on regression coefficients
• Improved inference in linear models with additional information
• Minimax linear, ridge and shrunken estimators for linear parameters
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Linear Statistical Inference and its Applications
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