Linear and ellipsoidal restrictions in linear regression

DOI10.1080/03610929108802299MaRDI QIDQ4322945zbMATH OpenOpenAlexFDO

Authors 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 informationminimax estimatorquadratic lossrestricted parameter spacecombining linear and ellipsoidal restrictions

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3885090 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• Approximate minimax estimation in linear regression: theoretical results
• Full and partial minimax estimation in regression analysis with additional linear constraints
• Minimax linear regression estimation with symmetric parameter restrictions
• Modified minimax estimation of regression coefficients
• Partial Minimax Estimation in Regression Analysis

Cited in

(7)

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

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