Quasi-minimax estimation in the general linear regression model

DOI10.1016/j.jspi.2008.09.016zbMath1160.62052OpenAlexW1966967753MaRDI QIDQ1015850

Hu Yang, Litong Wang, Li-Juan Song

Publication date: 30 April 2009

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.09.016

zbMATH Keywords

minimax estimationgeneral linear regression modelellipsoidal restriction

Mathematics Subject Classification ID

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

Related Items (3)

Restricted minimax estimation in semiparametric linear models ⋮ Quasi-minimax estimation in the partial linear model ⋮ Quasi-Minimax Estimation in the Linear Model with Measurement Errors

Cites Work

• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints
• Minimax linear regression estimation with symmetric parameter restrictions
• Minimax estimation in linear regression under restrictions
• Linear models. Least squares and alternatives.
• Minimax estimation in linear regression with ellipsoidal constraints
• Characterization of minimax linear estimators in linear regression
• Quasi minimax estimation in the linear regression model
• 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
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