Partial Minimax Estimation in Regression Analysis

DOI10.1111/j.1467-9574.1987.tb01177.xzbMath0647.62063OpenAlexW2076009110MaRDI QIDQ3792085

Götz Trenkler, Franz Hering, Peter Stahlecker

Publication date: 1987

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1987.tb01177.x

zbMATH Keywords

Cobb-Douglas production functionrestricted parametersgeneralized least squares estimatorconcentration ellipsoidpartial minimax

Mathematics Subject Classification ID

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

Related Items

Approximate minimax estimation in linear regression: a simulation study, Minimax estimation with additional linear restrictions - a simulation study, Estimation using the linear regression model with incomplete ellipsoidal restrictions, Linear plus quadratic (LPQ) quasiminimax estimation in the linear regression model, Minimax estimation in linear regression model, Feasible minimax estimators in the simultaneous equations model under partial restrictions, Linear and ellipsoidal restrictions in linear regression, Linear Bayes and minimax estimation in linear models with partially restricted parameter space, A minimax approach to missing values in linear regression

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