For what subsets of parameters is the least squares estimator minimax?

DOI10.1016/0378-3758(90)90069-7zbMath0699.62007OpenAlexW1963838181MaRDI QIDQ913391

Zakhar Maymin

Publication date: 1990

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(90)90069-7

zbMATH Keywords

convex setminimax estimationrestricted parametersleast squares estimatorsnormal linear regression modelarbitrarily long line segments

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Some Problems in Minimax Point Estimation
• On Minimax Statistical Decision Procedures and their Admissibility

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