Linear Bayes and minimax estimation in linear models with partially restricted parameter space

DOI10.1016/0378-3758(93)90122-MMaRDI QIDQ689385zbMATH OpenOpenAlexFDO

Authors Berthold Heiligers

Publication date 6 January 1994

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(93)90122-m

zbMATH Keywords

linear modelsmean squared errordualityBayes estimationdecomposition result for Bayes estimatorsellipsoidal restrictionsfull parameter restrictionsleast favourable prior distributionslinear minimax estimationpartial parameter restrictions

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Parametric inference under constraints (62F30)

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Cites work

• scientific article; zbMATH DE number 4026604 (Why is no real title available?)
• scientific article; zbMATH DE number 4080667 (Why is no real title available?)
• scientific article; zbMATH DE number 3361114 (Why is no real title available?)
• scientific article; zbMATH DE number 3361115 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Admissibility of linear estimators with respect to restricted parameter sets
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
• Characterization of minimax linear estimators in linear regression
• Minimax linear regression estimation with symmetric parameter restrictions
• Minimax properties for linear estimators of the location parameter of a linear model
• Modified minimax estimation of regression coefficients
• Partial Minimax Estimation in Regression Analysis

Cited in

(15)

• On estimation of variance components with constraints
• Bayesian instrumental variable estimation in linear measurement error models
• scientific article; zbMATH DE number 4133347 (Why is no real title available?)
• Fuzzy prior information and minimax estimation in the linear regression model
• Towards the theory of minimax-Bayesian estimation
• scientific article; zbMATH DE number 3934213 (Why is no real title available?)
• Minimax estimation of linear combinations of restricted location parameters
• Minimax estimation in linear regression under restrictions
• Linear Bayes estimators applied to the inverse Gaussian lifetime model
• Estimation using the linear regression model with incomplete ellipsoidal restrictions
• Linear Bayes and optimal estimation
• scientific article; zbMATH DE number 7266463 (Why is no real title available?)
• Modified minimax quadratic estimation of variance components.
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
• Linear sufficiency and admissibility in restricted linear models

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