Full and partial minimax estimation in regression analysis with additional linear constraints

DOI10.1016/0024-3795(88)90065-1zbMath0653.62053OpenAlexW2034006206MaRDI QIDQ1107934

Götz Trenkler, Peter Stahlecker

Publication date: 1988

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(88)90065-1

zbMATH Keywords

minimax estimationellipsoidal constraintsinhomogeneous linear restrictions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (10)

Linear minimax-estimation in linear models with affine and ellipsoidal restrictions ⋮ Restricted minimax estimation in semiparametric linear models ⋮ Spectral theory of minimax estimation ⋮ A subclass of Bayes linear estimators that are minimax ⋮ Minimax estimation in linear regression model ⋮ Linear and ellipsoidal restrictions in linear regression ⋮ Some properties of \([tr(Q^{2p})^{1/2p}\) with application to linear minimax estimation] ⋮ A numerical method for an approximate minimax estimator in linear regression ⋮ Approximate minimax estimators in the simultaneous equations model ⋮ A minimax approach to missing values in linear regression

Cites Work

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• Minimax linear regression estimation with symmetric parameter restrictions
• Characterization of minimax linear estimators in linear regression
• Approximate minimax estimation in linear regression: a simulation study
• Approximate minimax estimation in linear regression: theoretical results
• Quasi minimax estimation in the linear regression model
• A minimax linear estimator for linear parameters under restrictions in form of inequalities

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