Centred ellipsoids for which an admissible linear estimator is the minimax linear estimator

DOI10.1080/02331888308802395zbMath0808.62007OpenAlexW2104895232MaRDI QIDQ4324715

Pedro Alson

Publication date: 28 February 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888308802395

zbMATH Keywords

quadratic riskadmissible linear estimatorminimax linear estimatorcentred ellipsoids

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Cites Work

• Unnamed Item
• Minimax linear regression estimation with symmetric parameter restrictions
• Estimation of parameters in a linear model
• Note on a paper
• Minimax properties for linear estimators of the location parameter of a linear model
• A minimax linear estimator for linear parameters under restrictions in form of inequalities

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