Minimax prediction in the linear model with a relative squared error

DOI10.1007/S00362-010-0325-6MaRDI QIDQ434388zbMATH OpenOpenAlexFDO

Authors Maciej Wilczyński

Publication date 10 July 2012

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-010-0325-6

zbMATH Keywords

linear regressionminimax estimatorminimax predictor

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

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Cites work

• scientific article; zbMATH DE number 4062439 (Why is no real title available?)
• scientific article; zbMATH DE number 49699 (Why is no real title available?)
• scientific article; zbMATH DE number 926556 (Why is no real title available?)
• scientific article; zbMATH DE number 3361114 (Why is no real title available?)
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Another view of the Kuks-Olman estimator
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
• Characterization of minimax linear estimators in linear regression
• Linear Statistical Inference and its Applications
• Linear models. Least squares and alternatives
• Minimax estimation in linear regression under restrictions
• Minimax estimation in linear regression with ellipsoidal constraints
• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints
• Minimax estimation in the linear model with a relative squared error
• Minimax linear regression estimation with symmetric parameter restrictions
• Quasi minimax estimation in the linear regression model
• Relative squared error prediction in the generalized linear regression model

Cited in

(8)

• A minimax approach to errors-in-variables linear models
• A Minimax Property of Linear Regression
• Some properties of the relative squared error approach to linear regression analysis
• Relative squared error prediction in the generalized linear regression model
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• scientific article; zbMATH DE number 494417 (Why is no real title available?)
• On two correlated linear models with common and different parameters
• scientific article; zbMATH DE number 4026604 (Why is no real title available?)

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