On the combination of equality and inequality restrictions on regression coefficients

DOI10.1002/bimj.4710220309zbMath0462.62050OpenAlexW2002974910WikidataQ126264761 ScholiaQ126264761MaRDI QIDQ3911884

Helge Toutenbourg

Publication date: 1980

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.4710220309

zbMATH Keywords

minimax principleridge estimatorregression coefficientscombination of equality and inequality restrictions

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (1)

Quasi minimax estimation in the linear regression model

Cites Work

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

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