scientific article; zbMATH DE number 3996911

MaRDI QIDQ4723065zbMATH OpenFDO

Authors Peter Stahlecker

Publication date 1987

zbMATH Keywords

approximate minimax estimationellipsoid restrictioninhomogeneous linear equationsminimax estimatorparameter restrictionsprior constraints

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Convex programming (90C25)

Recommendations

• Full and partial minimax estimation in regression analysis with additional linear constraints
• Minimax estimation with additional linear restrictions - a simulation study
• Approximate linear minimax estimation in regression analysis with ellipsoidal constraints
• Minimax linear regression estimation with symmetric parameter restrictions
• scientific article; zbMATH DE number 494376

Cited in

(20)

• Minimax linear regression estimation with symmetric parameter restrictions
• Full and partial minimax estimation in regression analysis with additional linear constraints
• Pseudo-minimax linear and mixed regression estimation of regression coefficients when prior estimates are available.
• Minimax estimation in linear regression under restrictions
• A comparison of minimax and least squares estimators in linear regression with polyhedral prior information
• Minimax adjustment technique in a parameter restricted linear model
• Approximate minimax estimation in linear regression: a simulation study
• Minimax estimation with additional linear restrictions - a simulation study
• Approximate linear minimax estimation in regression analysis with ellipsoidal constraints
• scientific article; zbMATH DE number 3934213 (Why is no real title available?)
• A note on Krafft's maximin linear estimator for linear regression parameters
• scientific article; zbMATH DE number 3954081 (Why is no real title available?)
• scientific article; zbMATH DE number 4080660 (Why is no real title available?)
• Mini-max-risk and mini-mean-risk inferences for a partially piecewise regression
• scientific article; zbMATH DE number 2163923 (Why is no real title available?)
• scientific article; zbMATH DE number 766184 (Why is no real title available?)
• Assessing coverage-probabilities for approximate minimax estimators with respect to interval restrictions
• Restricted minimax estimation in semiparametric linear models
• Linear regression with constraints on correlation coefficients
• Approximate minimax estimators in the simultaneous equations model

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4723065)