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Minimax estimation in linear regression with ellipsoidal constraints

  • Published:2007-01 Issue:1 Volume:137 Page:79-86
  • ISSN:0378-3758
  • Container-title:Journal of Statistical Planning and Inference
  • language:en
  • Short-container-title:Journal of Statistical Planning and Inference

Author:

Wilczyński Maciej

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference13 articles.

1. Minimax estimation in linear regression under restrictions;Blaker;J. Statist. Plann. Inference,2000

2. Reparametrization methods in linear minimax estimation;Drygas,1993

3. Bayes, admissible, and minimax linear estimator in linear models with restricted parameter space;Gaffke;Statistics,1989

4. Characterization of minimax linear estimators in linear regression;Hoffmann;Math. Oper. Statist. Ser. Statist.,1979

5. A minimax linear estimator for linear parameters under restrictions in form of inequalities;Läuter;Math. Oper. Statist. Ser. Statist.,1975

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Restricted minimax estimation in semiparametric linear models;Communications in Statistics - Theory and Methods;2019-02-20

2. Quasi-Minimax Estimation in the Linear Model with Measurement Errors;Communications in Statistics - Theory and Methods;2013-04-15

3. General ridge predictors in a mixed linear model;Statistics;2013-04

4. Minimax prediction in the linear model with a relative squared error;Statistical Papers;2010-04-22

5. Quasi-minimax estimation in the general linear regression model;Journal of Statistical Planning and Inference;2009-07
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