首页   按字顺浏览 期刊浏览 卷期浏览 A note on Krafft's maximin linear estimator for linear regression parameters
A note on Krafft's maximin linear estimator for linear regression parameters

 

作者: J. Pilz,  

 

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

页码: 9-14

 

ISSN:0233-1888

 

年代: 1986

 

DOI:10.1080/02331888608801903

 

出版商: Akademie-Verlag

 

关键词: Primary 62 J 05;secondary 62 C 20;BATES and minimax linear estimators;least favourable priors;restricted para¬meter space;convex design theory

 

数据来源: Taylor

 

摘要:

This note reconsiders, from a BAYESian viewpoint, the maximin approach to linear regression estimation with restricted parameter space adopted by KRAFFT [4]. It is shown that krafft's maximin turns out to be minimax whenever there exists a degenerate (one-point) measure which is least favourable among all prior distributions on the parameter space.

 

点击下载:  PDF (1346KB)



返 回