A numerical method for an approximate minimax estimator in linear regression
type: Item
instance of: scholarly article
title: A numerical method for an approximate minimax estimator in linear regression
zbMATH Open document ID: 0762.65109
DOI: 10.1016/0024-3795(92)90212-S
author: Jörg Lauterbach
author: Peter Stahlecker
published in: Linear Algebra and its Applications
publication date: 1993-01-16T00:00:00Z
review text: Calculation of minimax estimators iteratively. Specification of ex-post error bound, for the stopping rule. Selection of step size parameters. Global optimality proof. Numerical example.
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 95493
zbMATH Keywords: linear regression
zbMATH Keywords: step size selection
zbMATH Keywords: global optimality
zbMATH Keywords: numerical example
zbMATH Keywords: minimax estimators
zbMATH Keywords: ex-post error bound
zbMATH Keywords: stopping rule
reviewed by: L. F. Pau
MaRDI profile type: Publication
cites work: A new high order method of regula falsi type for computing a root of an equation
cites work: Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
cites work: Matrix Analysis
cites work: Q5634721
cites work: A minimax linear estimator for linear parameters under restrictions in form of inequalities
cites work: Some properties of \([tr(Q^{2p})]^{1/2p}\) with application to linear minimax estimation
cites work: Q5652137
cites work: Minimax linear regression estimation with symmetric parameter restrictions
cites work: Conjugate Gradient Methods with Inexact Searches
cites work: Q3796606
cites work: Approximate linear minimax estimation in regression analysis with ellipsoidal constraints
cites work: Full and partial minimax estimation in regression analysis with additional linear constraints
cites work: Effiziente Schrittweitenfunktionen bei unrestringierten Optimierungsaufgaben
description: scientific article; zbMATH DE number 95493