Linear minimax estimation in a mixed model under ellipsoidal constraints. (Chinese. English summary) Zbl 1082.62051
Summary: Estimation of the coefficient vector of a linear regression model subject to ellipsoidal constraints on the coefficients has been considered. The minimax estimator is compared to classical regression. Sufficient conditions for this estimator have also been derived.
MSC:
| 62H12 | Estimation in multivariate analysis |
| 62F30 | Parametric inference under constraints |
| 62C20 | Minimax procedures in statistical decision theory |
