Minimax linear, ridge and shrunken estimators for linear parameters

DOI10.1080/02331887508801249zbMATH Open0318.62051OpenAlexW1967019280MaRDI QIDQ4080592FDOQ4080592

Authors: 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)

Cited In (8)

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

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