A family of minimax estimators in some multiple regression problems

DOI10.1214/aos/1176344798zbMath0423.62026OpenAlexW1998618014MaRDI QIDQ1134468

Yoshikazu Takada

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344798

zbMATH Keywords

maximum likelihood estimatorsmultiple regressionregression coefficientsinvariance structure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Linear inference, regression (62J99) Minimax procedures in statistical decision theory (62C20)

Related Items (5)

Multivariate regression analysis and canonical variates ⋮ Improved point and confidence interval estimators of mean response in simulation when control variates are used ⋮ Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance ⋮ Invariant prediction rules and an adequate statistic ⋮ Improving on MLE of coefficient matrix in a growth curve model

This page was built for publication: A family of minimax estimators in some multiple regression problems