Approximate minimax estimation in linear regression: theoretical results

DOI10.1080/03610928708829425zbMath0631.62077OpenAlexW2144917209MaRDI QIDQ3768206

Peter Stahlecker, Jörg Lauterbach

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/03610928708829425

zbMATH Keywords

convergencelinear modelprior informationlinear estimatornonlinear constraintsexact minimax estimatorsequence of approximate minimax estimatorsweighted risk

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items (12)

Full and partial minimax estimation in regression analysis with additional linear constraints ⋮ Approximate minimax estimation in linear regression: a simulation study ⋮ Spectral methods in linear minimax estimation ⋮ Minimax estimation in linear regression model ⋮ RAP-method (random perturbation method) for minimax \(G\)-filter ⋮ Linear and ellipsoidal restrictions in linear regression ⋮ On a class of algorithms from experimental design theory ⋮ Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints ⋮ Approximate minimax estimators in the simultaneous equations model ⋮ RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients ⋮ A minimax approach to missing values in linear regression ⋮ Lp approximation of variational problems in L1 and L∞

Cites Work

• Linear Statistical Inference and its Applications
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