Reducing the Maximum Risk of Regression Estimators by Polyhedral Projection

DOI10.1080/00949659508811648zbMath0842.62056OpenAlexW1970604696MaRDI QIDQ4869587

Peter Stahlecker, Karsten Schmidt

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 studyprojection methodsleast squares estimatorinequality restrictionslinear inequalitiesminimax estimationpolyhedral prior information

Mathematics Subject Classification ID

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

Related Items

A comparison of minimax and least squares estimators in linear regression with polyhedral prior information ⋮ Minimax adjustment technique in a parameter restricted linear model

Uses Software

• Algorithm 431

Cites Work

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• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints
• Bimatrix Equilibrium Points and Mathematical Programming
• Inequality Restrictions in Regression Analysis