Linear Bayes and minimax estimation in linear models with partially restricted parameter space
DOI10.1016/0378-3758(93)90122-MzbMATH Open0780.62027OpenAlexW2011803211MaRDI QIDQ689385FDOQ689385
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
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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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- Minimax linear regression estimation with symmetric parameter restrictions
- Characterization of minimax linear estimators in linear regression
- A minimax linear estimator for linear parameters under restrictions in form of inequalities
- Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
- Admissibility of linear estimators with respect to restricted parameter sets
- Modified minimax estimation of regression coefficients
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- Minimax properties for linear estimators of the location parameter of a linear model
- Partial Minimax Estimation in Regression Analysis
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Cited In (14)
- Bayesian instrumental variable estimation in linear measurement error models
- Fuzzy prior information and minimax estimation in the linear regression model
- Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
- Linear Bayes and optimal estimation
- Modified minimax quadratic estimation of variance components.
- On estimation of variance components with constraints
- Title not available (Why is that?)
- Linear Bayes estimators applied to the inverse Gaussian lifetime model
- Estimation using the linear regression model with incomplete ellipsoidal restrictions
- Minimax estimation in linear regression under restrictions
- Linear sufficiency and admissibility in restricted linear models
- Towards the theory of minimax-Bayesian estimation
- Title not available (Why is that?)
- Title not available (Why is that?)
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