Linear and ellipsoidal restrictions in linear regression

DOI10.1080/03610929108802299zbMath0809.62060OpenAlexW2028822556MaRDI QIDQ4322945

Peter Stahlecker, Götz Trenkler

Publication date: 26 March 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108802299

zbMATH Keywords

compactnessprior informationquadratic lossminimax estimatorrestricted parameter spacecombining linear and ellipsoidal restrictions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

Related Items

On the least squares distance between affine subspaces ⋮ Linear minimax estimation with ellipsoidal constraints ⋮ Fuzzy prior information and minimax estimation in the linear regression model ⋮ Linear Affine Estimation in Misspecified Linear Regression Models Using Fuzzy Prior Information ⋮ Studies in Bessel functions via Laplace transforms

Cites Work

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• Minimax linear regression estimation with symmetric parameter restrictions
• Full and partial minimax estimation in regression analysis with additional linear constraints
• Modified minimax estimation of regression coefficients
• Approximate minimax estimation in linear regression: theoretical results
• Partial Minimax Estimation in Regression Analysis