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Linear and ellipsoidal restrictions in linear regression - MaRDI portal

Linear and ellipsoidal restrictions in linear regression (Q4322945)

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scientific article; zbMATH DE number 721996
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Linear and ellipsoidal restrictions in linear regression
scientific article; zbMATH DE number 721996

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    Linear and ellipsoidal restrictions in linear regression (English)
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    26 March 1995
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    prior information
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    restricted parameter space
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    quadratic loss
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    combining linear and ellipsoidal restrictions
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    compactness
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    minimax estimator
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