On the equivalence of spectral theory and Bayesian analysis in minimax linear estimation

DOI10.1007/BF00046986zbMath0906.62064OpenAlexW1986615218MaRDI QIDQ1914882

Hilmar Drygas, Jürgen Pilz

Publication date: 9 June 1996

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

Full work available at URL: https://doi.org/10.1007/bf00046986

zbMATH Keywords

linear minimax estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (2)

Spectral methods in linear minimax estimation ⋮ Fuzzy prior information and minimax estimation in the linear regression model

Cites Work

• On general minimax theorems
• Minimax linear regression estimation with symmetric parameter restrictions
• Spectral methods in linear minimax estimation
• Spectral theory of minimax estimation
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
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