Linear and ellipsoidal restrictions in linear regression

DOI10.1080/03610929108802299zbMath0809.62060MaRDI QIDQ4322945

Götz Trenkler, Peter Stahlecker

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

compactness; prior information; quadratic loss; minimax estimator; restricted parameter space; combining linear and ellipsoidal restrictions

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62C20: Minimax procedures in statistical decision theory

Related Items

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

Cites Work

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• Full and partial minimax estimation in regression analysis with additional linear constraints
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• Partial Minimax Estimation in Regression Analysis