Estimation using the linear regression model with incomplete ellipsoidal restrictions

DOI10.1007/BF00046989zbMath0845.62049OpenAlexW2169780293MaRDI QIDQ1914885

Jürgen Gross

Publication date: 18 September 1996

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

Full work available at URL: https://doi.org/10.1007/bf00046989

zbMATH Keywords

covariance matrixincomplete ellipsoidal restrictionsKuks-Olman estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Cites Work

• Unnamed Item
• Linear Bayes and minimax estimation in linear models with partially restricted parameter space
• Estimation of parameters in a linear model
• Über monotone Matrixfunktionen
• The restricted least squares estimator and ridge regression
• Modified minimax estimation of regression coefficients
• Partial Minimax Estimation in Regression Analysis
• Minimax linear, ridge and shrunken estimators for linear parameters
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Linear Statistical Inference and its Applications

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