Modified minimax estimation of regression coefficients

DOI10.1080/02331888508801866zbMath0588.62108OpenAlexW1997266882MaRDI QIDQ3716097

Josef Kozak

Publication date: 1985

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888508801866

zbMATH Keywords

regression coefficientsinterpretability of estimatorsmodified minimax estimation

Mathematics Subject Classification ID

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

Related Items (4)

Estimation using the linear regression model with incomplete ellipsoidal restrictions ⋮ Linear and ellipsoidal restrictions in linear regression ⋮ Linear Bayes and minimax estimation in linear models with partially restricted parameter space ⋮ Unnamed Item

Cites Work

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

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