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
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
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)
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