On Minimax Estimation of Regression

DOI10.1137/1135069zbMath0733.62069OpenAlexW2065557580MaRDI QIDQ3359602

Iosif Pinelis

Publication date: 1990

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135069

zbMATH Keywords

general Gauss-Markov modelarbitrary convex class of covariance matricesdual theoremslinear unbiased minimax estimationpositive-definite dispersion matrixpseudo-best estimators

Mathematics Subject Classification ID

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

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