An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
DOI10.1007/S00184-010-0309-5zbMATH Open1226.62065OpenAlexW2021817763MaRDI QIDQ649102FDOQ649102
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
Recommendations
- Some properties of the relative squared error approach to linear regression analysis
- Minimax estimation in the linear model with a relative squared error
- Linear regression analysis using the relative squared error
- Relative squared error prediction in the generalized linear regression model
- The linear minimax estimator of stochastic regression coefficients and parameters under quad\-rat\-ic loss functions
ridge estimatorgeneralized least squares estimatorlinear affine estimationKuks-Olman estimatorLöwner ordering
Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)
Cites Work
- Title not available (Why is that?)
- Linear models. Least squares and alternatives
- Another view of the Kuks-Olman estimator
- Minimax estimation in the linear model with a relative squared error
- Title not available (Why is that?)
- Title not available (Why is that?)
- Least squares in general vector spaces revisited.
- Linear regression analysis using the relative squared error
- A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
- Some properties of the relative squared error approach to linear regression analysis
Cited In (3)
This page was built for publication: An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q649102)
