Minimax estimation in linear regression under restrictions
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Publication:1587193
DOI10.1016/S0378-3758(00)00101-4zbMath0977.62075MaRDI QIDQ1587193
Publication date: 24 January 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Related Items
General ridge predictors in a mixed linear model ⋮ Restricted minimax estimation in semiparametric linear models ⋮ Minimax estimation in linear regression with ellipsoidal constraints ⋮ Minimax prediction in the linear model with a relative squared error ⋮ Minimax estimation over ellipsoids in ℓ2 ⋮ Quasi-Minimax Estimation in the Linear Model with Measurement Errors ⋮ Quasi-minimax estimation in the general linear regression model
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