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A maximin linear estimator for linear parameters under restrictions in form of inequalities

 

作者: Olaf Krafft,  

 

期刊: Statistics  （Taylor Available online 1986）
卷期: Volume 17, issue 1  

页码: 3-8

 

ISSN:0233-1888

 

年代: 1986

 

DOI:10.1080/02331888608801902

 

出版商: Akademie-Verlag

 

关键词: Primary 62 J 05;secondary 82 C 20;Linear model;maximin estimator;minimax estimator;restricted parameterset

 

数据来源: Taylor

 

摘要:

For the linear model y =Xβ+ε with β restricted to β′Hβ≦1 a maximin-linear estimator for a parameter γ = Cβ is derived. The optimaiity criterion is the mean square error.

 

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