Approximate minimax estimation in linear regression: a simulation study

DOI10.1080/03610918808812657zbMath0695.62157OpenAlexW2042135158MaRDI QIDQ3471499

Peter Stahlecker, Jörg Lauterbach

Publication date: 1988

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918808812657

zbMATH Keywords

regression analysisminimax estimationprior informationlinear regression modelnonlinear constraints

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (4)

Full and partial minimax estimation in regression analysis with additional linear constraints ⋮ Minimax estimation in linear regression model ⋮ Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints ⋮ A minimax approach to missing values in linear regression

Cites Work

• Approximate minimax estimation in linear regression: theoretical results
• Partial Minimax Estimation in Regression Analysis
• Linear Statistical Inference and its Applications
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