For what subsets of parameters is the least squares estimator minimax?
type: Item
instance of: scholarly article
title: For what subsets of parameters is the least squares estimator minimax?
zbMATH Open document ID: 0699.62007
DOI: 10.1016/0378-3758(90)90069-7
author: Zakhar Maymin
published in: Journal of Statistical Planning and Inference
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 4147282
zbMATH Keywords: minimax estimation
zbMATH Keywords: restricted parameters
zbMATH Keywords: normal linear regression model
zbMATH Keywords: convex set
zbMATH Keywords: arbitrarily long line segments
zbMATH Keywords: least squares estimators
MaRDI profile type: Publication
full work available at URL: 0378-3758(90)90069-7
OpenAlex ID: W1963838181
cites work: On Minimax Statistical Decision Procedures and their Admissibility
cites work: Q5808915
cites work: Some Problems in Minimax Point Estimation
description: scientific article; zbMATH DE number 4147282