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Characterization of minimax linear estimators in linear regression
Author:
Kurt Hoffmann a
| Affiliation: | a Sektion Mathematik, Humboldt-Universit t, Berlin |
DOI:
10.1080/02331887908801463
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
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(English)
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Abstract
Two characterization theorems of the minimax linear estimator (Mile) are proven for the case, where the regression parameter varies only in an arbitrary ellipsoid. Furthermore, the existence, uniqueness and admissibility of Mile are shown. The explicit determination of Mile is carried out for a special case.
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