Admissible improvements of the least squares estimator1

DOI10.1080/02331888008801547MaRDI QIDQ3906277zbMATH OpenOpenAlexFDO

Authors Kurt Hoffmann

Publication date 1980

Published in Series Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888008801547

zbMATH Keywords

unified theory of linear estimationuniversal admissibilityuniversal improvements

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05)

Cited in

(3)

• Minimax linear regression estimation with symmetric parameter restrictions
• Characterizations of admissible linear estimators in the linear model
• A subclass of Bayes linear estimators that are minimax

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