Approximate linear minimax estimation in regression analysis with ellipsoidal constraints

DOI10.1080/03610928908830060zbMath0696.62273OpenAlexW2071064873MaRDI QIDQ3474056

Peter Stahlecker, Jörg Lauterbach

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830060

zbMATH Keywords

regression analysisprior informationminimax estimatorlinear regression modelnonlinear constraints

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (5)

On the performance of minimax estimators in linear regression ⋮ Spectral methods in linear minimax estimation ⋮ Some properties of \([tr(Q^{2p})^{1/2p}\) with application to linear minimax estimation] ⋮ A numerical method for an approximate minimax estimator in linear regression ⋮ Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints

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