Minimax estimation over ellipsoids in ℓ2

DOI10.1080/02331880701458623zbMath1281.62041OpenAlexW1976277822MaRDI QIDQ3525834

Maciej Wilczyński

Publication date: 18 September 2008

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880701458623

zbMATH Keywords

minimax estimationminimax linear risk

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Minimax risk over hyperrectangles, and implications
• Minimax linear regression estimation with symmetric parameter restrictions
• Minimax estimation in linear regression under restrictions
• Minimax estimation in linear regression with ellipsoidal constraints
• Characterization of minimax linear estimators in linear regression
• 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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