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

DOI10.1080/02331888908802199zbMath0686.62019OpenAlexW2088231147MaRDI 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 modelBLUEBayes estimatorsellipsoidal constraintsadmissible estimatorslinear minimax estimatorparameter restrictionsleast favourable prior distributionmatrix riskcontaminated linear regressionbounded mean squared error functionsestimation of unrestricted parametersleast favourable moment matrixLöwner semi-ordering

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (28)

Minimax estimation in the linear model with a relative squared error ⋮ All admissible linear estimators of the regression parameter vector in the case of an arbitrary parameter subset ⋮ Linear minimax estimation with ellipsoidal constraints ⋮ Spectral methods in linear minimax estimation ⋮ On the equivalence of spectral theory and Bayesian analysis in minimax linear estimation ⋮ A subclass of Bayes linear estimators that are minimax ⋮ Fuzzy prior information and minimax estimation in the linear regression model ⋮ Linear sufficiency and admissibility in restricted linear models ⋮ On a class of algorithms from experimental design theory ⋮ Minimax estimation in linear regression with ellipsoidal constraints ⋮ Minimax prediction in the linear model with a relative squared error ⋮ Minimax estimation over ellipsoids in ℓ₂ ⋮ Some properties of \([tr(Q^{2p})^{1/2p}\) with application to linear minimax estimation] ⋮ A numerical method for an approximate minimax estimator in linear regression ⋮ Linear Bayes and minimax estimation in linear models with partially restricted parameter space ⋮ Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints ⋮ Approximate minimax estimators in the simultaneous equations model ⋮ Quasi-Minimax Estimation in the Linear Model with Measurement Errors ⋮ Minimax Linear and Quadratic Estimators in Semiparametric Multivariate Regression Models ⋮ Note on a paper ⋮ Quasi-minimax estimation in the general linear regression model ⋮ Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators ⋮ Another view of the Kuks-Olman estimator ⋮ On estimation of variance components with constraints ⋮ Linear regression analysis using the relative squared error ⋮ A minimax approach to missing values in linear regression ⋮ Unnamed Item ⋮ Relative squared error prediction in the generalized linear regression model

Cites Work

• Unnamed Item
• Optimal Bayesian experimental design for linear models
• Minimax linear regression estimation with symmetric parameter restrictions
• On linear regression designs which maximize information
• Robust designs for nearly linear regression
• Admissibility in linear estimation
• Optimal robust designs: Linear regression in \(R^ k\).
• Linear estimation for approximately linear models
• A matrix optimization problem
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• A Basis for the Selection of a Response Surface Design

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