Minimax adjustment technique in a parameter restricted linear model

DOI10.1007/BF00046994zbMath0844.62059OpenAlexW1965091432MaRDI QIDQ1914891

Henning Knautz, Götz Trenkler, Peter Stahlecker

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/bf00046994

zbMATH Keywords

loss functionprojection estimatorminimax estimatorPitman nearness criteriona priori informationellipsoidal restrictionsminimax adjustment

Mathematics Subject Classification ID

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

Related Items (2)

Pitman closeness of the class of isotonic estimators for ordered scale parameters of two gamma distributions ⋮ Minimax adjustment technique and fuzzy information

Cites Work

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• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints
• Pitman closeness comparison of linear estimators:a canonical form
• On pitman nearness and variance of estimators
• Reducing the Maximum Risk of Regression Estimators by Polyhedral Projection

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