A minimax linear estimator for linear parameters under restrictions in form of inequalities
- 1 January 1975
- journal article
- research article
- Published by Taylor & Francis in Mathematische Operationsforschung und Statistik
- Vol. 6 (5) , 689-695
- https://doi.org/10.1080/02331887508801248
Abstract
For a linear modely = Xβ + ε with additional information about β given by β′ H β ≦ σ 2 a minimax linear estimation for a parameter γ =Cβ is derived for a quadratic loss. Therefore a matrix optimization problem is solved which can be use for several other minimax problems.Keywords
This publication has 1 reference indexed in Scilit:
- Minimax linear, ridge and shrunken estimators for linear parametersMathematische Operationsforschung und Statistik, 1975