A maximin linear estimator for linear parameters under restrictions in form of inequalities

DOI10.1080/02331888608801902zbMath0587.62138OpenAlexW1975446107MaRDI QIDQ3713418

Olaf Krafft

Publication date: 1986

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888608801902

zbMATH Keywords

linear modelmean square errorrestricted parameter setmaximin-linear estimator

Mathematics Subject Classification ID

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

Related Items (2)

A note on Krafft's maximin linear estimator for linear regression parameters ⋮ Reducing quadratic programming problem to regression problem: stepwise algorithm

Cites Work

• A minimax linear estimator for linear parameters under restrictions in form of inequalities

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