Minimax estimation of common coefficients of several regression models under quadratic loss
DOI10.1016/0378-3758(90)90052-VzbMath0685.62012OpenAlexW2080265627MaRDI QIDQ1826240
Publication date: 1990
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(90)90052-v
common meanregression modelsquadratic lossmultiple shrinkage estimatorsestimating common coefficientsunknown error variances
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
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Cites Work
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