Linear minimax estimation with ellipsoidal constraints

DOI10.1007/BF00046984zbMath0844.62040MaRDI QIDQ1914880

Kurt Helmes, Norbert Christopeit

Publication date: 9 June 1996

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

optimality conditionslinear modelsconvex analysisellipsoidal constraintsexplicit formulaesimultaneous linear minimax estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (5)

Linear minimax estimation with ellipsoidal constraints ⋮ RAP-method (random perturbation method) for minimax \(G\)-filter ⋮ Fuzzy prior information and minimax estimation in the linear regression model ⋮ Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss ⋮ On polyhedral estimation of signals via indirect observations

Cites Work

• Minimax linear regression estimation with symmetric parameter restrictions
• Linear minimax-estimation in linear models with affine and ellipsoidal restrictions
• Linear minimax estimation with ellipsoidal constraints
• Spectral methods in linear minimax estimation
• Characterization of minimax linear estimators in linear regression
• Note on a paper
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
• Linear and ellipsoidal restrictions in linear regression
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