Minimax properties for linear estimators of the location parameter of a linear model

DOI10.1080/02331888808802082zbMath0641.62004OpenAlexW2064216802MaRDI QIDQ3782585

Pedro Alson

Publication date: 1988

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888808802082

zbMATH Keywords

linear modelcubesellipsoidsBLUElocationridge estimatorMinimax linear estimatorslinear admissibilityquadratic risk of linear estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (5)

A subclass of Bayes linear estimators that are minimax ⋮ RAP-method (random perturbation method) for minimax \(G\)-filter ⋮ Centred ellipsoids for which an admissible linear estimator is the minimax linear estimator ⋮ Linear Bayes and minimax estimation in linear models with partially restricted parameter space ⋮ Note on a paper

Cites Work

• Minimax linear regression estimation with symmetric parameter restrictions
• Estimation of parameters in a linear model
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems

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