Minimax linear, ridge and shrunken estimators for linear parameters
- 1 January 1975
- journal article
- research article
- Published by Taylor & Francis in Mathematische Operationsforschung und Statistik
- Vol. 6 (5), 697-701
- https://doi.org/10.1080/02331887508801249
Abstract
For a linear model with restrictions of the normed linear parameter to a generalized ellipsoid it is proven, that the Kuks-Olman estimator is minimax linear with respect to the matrik risk. From this follow optimal ridge and shrunken estimators.Keywords
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