Minimax estimation in linear regression model

DOI10.1016/0378-3758(95)00046-1zbMath0849.62034OpenAlexW1987693833MaRDI QIDQ1918147

Praveen Shukla, Anil K. Srivastava

Publication date: 6 November 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00046-1

zbMATH Keywords

dominanceinequality constraintsshrinkage estimatorsleast-squares estimatorsquadratic lossellipsoidal constraintsmock-minimaxquasi-minimax estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Minimax procedures in statistical decision theory (62C20)

Cites Work

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• Full and partial minimax estimation in regression analysis with additional linear constraints
• Estimation of parameters in a linear model
• Approximate minimax estimation in linear regression: a simulation study
• Approximate minimax estimation in linear regression: theoretical results
• Quasi minimax estimation in the linear regression model
• Partial Minimax Estimation in Regression Analysis
• Minimax-linear and theil estimator for restrained regression coefficients
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Improved Estimation and Prediction

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