Minimax linear, ridge and shrunken estimators for linear parameters

DOI10.1080/02331887508801249zbMath0318.62051OpenAlexW1967019280MaRDI QIDQ4080592

Olaf Bunke

Publication date: 1975

Published in: Mathematische Operationsforschung Statistik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887508801249

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items (8)

Minimax linear regression estimation with symmetric parameter restrictions ⋮ Anomalies in the Foundations of Ridge Regression ⋮ Estimation using the linear regression model with incomplete ellipsoidal restrictions ⋮ A subclass of Bayes linear estimators that are minimax ⋮ Quasi minimax estimation in the linear regression model ⋮ Partial Minimax Estimation in Regression Analysis ⋮ Approximate minimax estimators in the simultaneous equations model ⋮ Two-step Procedures for Estimation and Model Choice in Regression

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