Linear plus quadratic (LPQ) quasiminimax estimation in the linear regression model

DOI10.1007/BF00046991zbMath0844.62056OpenAlexW1971438351MaRDI QIDQ1914887

Henning Knautz

Publication date: 1 September 1996

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

Full work available at URL: https://doi.org/10.1007/bf00046991

zbMATH Keywords

linear plus quadratic estimatorquasiminimax estimation

Mathematics Subject Classification ID

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

Cites Work

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• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints
• k-statistics and dispersion effects in regression
• Simultaneous estimation of expectation and covarianee matrix in linear models²
• Partial Minimax Estimation in Regression Analysis
• Necessary and Sufficient Conditions for MINQU-Estimation of Heteroskedastic Variances in Linear Models

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