Linear Bayes and minimax estimation in linear models with partially restricted parameter space
type: Item
instance of: scholarly article
title: Linear Bayes and minimax estimation in linear models with partially restricted parameter space
zbMATH Open document ID: 0780.62027
DOI: 10.1016/0378-3758(93)90122-M
author: Berthold Heiligers
published in: Journal of Statistical Planning and Inference
publication date: 1994-01-06T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62F30
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 445166
zbMATH Keywords: mean squared error
zbMATH Keywords: ellipsoidal restrictions
zbMATH Keywords: linear minimax estimation
zbMATH Keywords: linear models
zbMATH Keywords: partial parameter restrictions
zbMATH Keywords: full parameter restrictions
zbMATH Keywords: duality
zbMATH Keywords: Bayes estimation
zbMATH Keywords: least favourable prior distributions
zbMATH Keywords: decomposition result for Bayes estimators
MaRDI profile type: Publication
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cites work: Q5634722
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cites work: A minimax linear estimator for linear parameters under restrictions in form of inequalities
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cites work: Q5645536
full work available at URL: 0378-3758(93)90122-m
OpenAlex ID: W2011803211
description: scientific article; zbMATH DE number 445166