Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space

DOI10.1080/02331888908802199zbMath0686.62019MaRDI QIDQ4204949

Norbert Gaffke, Berthold Heiligers

Publication date: 1989

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888908802199

zbMATH Keywords

linear model; BLUE; Bayes estimators; ellipsoidal constraints; admissible estimators; linear minimax estimator; parameter restrictions; least favourable prior distribution; matrix risk; contaminated linear regression; bounded mean squared error functions; estimation of unrestricted parameters; least favourable moment matrix; Löwner semi-ordering

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F10: Point estimation

62F15: Bayesian inference

62C20: Minimax procedures in statistical decision theory

62C15: Admissibility in statistical decision theory

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