Minimax estimation in the linear model with a relative squared error

Author:

Wilczyński Maciej

Publisher

Elsevier BV

Subject

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

Reference14 articles.

1. Another view of the Kuks–Olman estimator;Arnold;J. Statist. Plann. Inference,2000

2. Drygas, H., 1993. Reparametrization methods in linear minimax estimation. In: Matusita, K., Puri, M.L., Hayakawa, T. (Eds.), Proceedings of the Third Pacific Area Statistical Conference, Zeist. Netherlands (VSP), 87–95.

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

4. Introduction to Matrices with Application in Statistics;Graybill,1983

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

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