Approximate minimax estimators in the simultaneous equations model

DOI10.1016/0378-3758(93)90124-OzbMath0779.62049OpenAlexW2075006000MaRDI QIDQ689388

Bernhard Schipp

Publication date: 2 December 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(93)90124-o

zbMATH Keywords

equality constraintssimulation studysimultaneous equations modelfinite sample propertiesellipsoidal restrictionsapproximate minimax estimatorsexact minimax estimatorsreduced form parametersstructural parameter estimation

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

• Minimax linear regression estimation with symmetric parameter restrictions
• Full and partial minimax estimation in regression analysis with additional linear constraints
• Characterization of minimax linear estimators in linear regression
• Minimax estimation with additional linear restrictions - a simulation study
• Approximate minimax estimation in linear regression: theoretical results
• Quasi minimax estimation in the linear regression model
• Minimax linear, ridge and shrunken estimators for linear parameters
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
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