Minimax prediction in the linear model with a relative squared error

DOI10.1007/S00362-010-0325-6zbMATH Open1241.62106OpenAlexW1987895781MaRDI QIDQ434388FDOQ434388

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

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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)

Cites Work

• Linear Statistical Inference and its Applications
• Linear models. Least squares and alternatives
• Minimax estimation in linear regression with ellipsoidal constraints
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• Minimax linear regression estimation with symmetric parameter restrictions
• Another view of the Kuks-Olman estimator
• Minimax estimation in linear regression under restrictions
• Relative squared error prediction in the generalized linear regression model
• Minimax estimation in the linear model with a relative squared error
• Characterization of minimax linear estimators in linear regression
• Quasi minimax estimation in the linear regression model
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• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
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• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints

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
• Title not available (Why is that?)
• Relative squared error prediction in the generalized linear regression model
• Minimax estimation in the linear model with a relative squared error
• On two correlated linear models with common and different parameters
• Title not available (Why is that?)

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