An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis

DOI10.1007/S00184-010-0309-5MaRDI QIDQ649102zbMATH OpenOpenAlexFDO

Authors Bernhard F. Arnold, Peter Stahlecker

Publication date 30 November 2011

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-010-0309-5

zbMATH Keywords

ridge estimatorgeneralized least squares estimatorlinear affine estimationKuks-Olman estimatorLöwner ordering

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

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Cites work

• scientific article; zbMATH DE number 4062439 (Why is no real title available?)
• scientific article; zbMATH DE number 49699 (Why is no real title available?)
• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
• Another view of the Kuks-Olman estimator
• Least squares in general vector spaces revisited.
• Linear models. Least squares and alternatives
• Linear regression analysis using the relative squared error
• Minimax estimation in the linear model with a relative squared error
• Some properties of the relative squared error approach to linear regression analysis

Cited in

(3)

• Linear regression analysis using the relative squared error
• Minimax estimation in the linear model with a relative squared error
• Some properties of the relative squared error approach to linear regression analysis

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