Minimax estimation in the linear model with a relative squared error

DOI10.1016/j.jspi.2003.08.013zbMath1054.62005OpenAlexW2047045834MaRDI QIDQ1888838

Maciej Wilczyński

Publication date: 29 November 2004

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.2003.08.013

zbMATH Keywords

random disturbancesdeterministic disturbances

Mathematics Subject Classification ID

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

Related Items

A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy ⋮ Minimax prediction in the linear model with a relative squared error ⋮ An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis ⋮ Quasi-Minimax Estimation in the Linear Model with Measurement Errors ⋮ On two correlated linear models with common and different parameters

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