Spectral methods in linear minimax estimation

DOI10.1007/BF00046985zbMath0844.62011MaRDI QIDQ1914881

Hilmar Drygas

Publication date: 1 September 1996

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

zbMATH Keywords

optimalitymaximal eigenvalueeigenspaceBayesian approachcircular constraintsexperimental design approachexplicit estimation formulasHoffmann-Läuter estimatorleft spectral equationminimax-linear estimatorright spectral equation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (6)

Linear minimax estimation with ellipsoidal constraints ⋮ On the equivalence of spectral theory and Bayesian analysis in minimax linear estimation ⋮ RAP-method (random perturbation method) for minimax \(G\)-filter ⋮ Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss ⋮ Simultaneous Canonization of Linear Models ⋮ RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients

Cites Work

• On general minimax theorems
• Minimax linear regression estimation with symmetric parameter restrictions
• Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
• General equivalence theory for optimum designs (approximate theory)
• On the equivalence of spectral theory and Bayesian analysis in minimax linear estimation
• Characterization of minimax linear estimators in linear regression
• Approximate linear minimax estimation in regression analysis with ellipsoidal constraints
• Approximate minimax estimation in linear regression: theoretical results
• 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
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