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Details for article 2 of 18 found articles
| Title: |
Approximate minimax estimation in linear regression: a simulation study |
| Author: |
Lauterbach, Jorg Stahlecker, Peter |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 17 (1988) nr. 1 pages 209-227 |
| Year: |
1988 |
| Contents: |
Let the parameter vector of the ordinary linear re-gression model be constrained to a given ellipsoid. Incorporating this kind of prior information into the estimation procedure, we obtain a sequence of approxi-mate minimax estimators. It can be shown that a cluster point of this sequence is an exact minimax estimator. In a simulation study this minimax estimator is com-pared with the least squares estimator and some other competing estimators. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 2 of 18 found articles
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