Reducing the Maximum Risk of Regression Estimators by Polyhedral Projection

DOI10.1080/00949659508811648zbMATH Open0842.62056OpenAlexW1970604696MaRDI QIDQ4869587FDOQ4869587

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

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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)

Cites Work

• Bimatrix Equilibrium Points and Mathematical Programming
• Title not available (Why is that?)
• Inequality Restrictions in Regression Analysis
• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints
• Title not available (Why is that?)

Cited In (3)

• 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
• Minimax adjustment technique in a parameter restricted linear model

Uses Software

• Algorithm 431

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