Minimax estimation with additional linear restrictions - a simulation study

DOI10.1080/03610918808812670zbMath0695.62158OpenAlexW2087497942MaRDI QIDQ3471500

Götz Trenkler, Peter Stahlecker, Bernhard Schipp

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/03610918808812670

zbMATH Keywords

regression analysissimulation studyminimax estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items

On the performance of minimax estimators in linear regression ⋮ A subclass of Bayes linear estimators that are minimax ⋮ Approximate minimax estimators in the simultaneous equations model ⋮ Impacts of equi-correlated responses on multicollinearity

Cites Work

• Minimax linear regression estimation with symmetric parameter restrictions
• Quasi minimax estimation in the linear regression model
• Partial Minimax Estimation in Regression Analysis
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