Minimax estimation in linear regression with ellipsoidal constraints

DOI10.1016/J.JSPI.2005.09.009zbMath1112.62053OpenAlexW1964101945MaRDI QIDQ2433818

Maciej Wilczyński

Publication date: 30 October 2006

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.09.009

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Minimax procedures in statistical decision theory (62C20)

Related Items (6)

General ridge predictors in a mixed linear model ⋮ Restricted minimax estimation in semiparametric linear models ⋮ Minimax prediction in the linear model with a relative squared error ⋮ Minimax estimation over ellipsoids in ℓ₂ ⋮ Quasi-Minimax Estimation in the Linear Model with Measurement Errors ⋮ Quasi-minimax estimation in the general linear regression model

Cites Work

• Minimax linear regression estimation with symmetric parameter restrictions
• Minimax estimation in linear regression under restrictions
• Linear models. Least squares and alternatives
• Characterization of minimax linear estimators in linear regression
• Quasi minimax estimation in the linear regression model
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
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