Reducing the Maximum Risk of Regression Estimators by Polyhedral Projection

DOI10.1080/00949659508811648MaRDI QIDQ4869587zbMATH OpenOpenAlexFDO

Authors Karsten Schmidt, Peter Stahlecker

Publication date 18 April 1996

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659508811648

zbMATH Keywords

Monte Carlo studylinear inequalitiesprojection methodsleast squares estimatorminimax estimationinequality restrictionspolyhedral prior information

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Recommendations

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Cites work

• scientific article; zbMATH DE number 4076418 (Why is no real title available?)
• scientific article; zbMATH DE number 3660223 (Why is no real title available?)
• Bimatrix Equilibrium Points and Mathematical Programming
• Inequality Restrictions in Regression Analysis
• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints

Cited in

(3)

• Minimax adjustment technique in a parameter restricted linear model
• A comparison of minimax and least squares estimators in linear regression with polyhedral prior information
• On the stability of the risk hull method for projection estimators

Describes a project that uses

Uses Software

• Algorithm 431

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