IDEAS home Printed from https://ideas.repec.org/a/bla/stanee/v41y1987i2p111-128.html
   My bibliography  Save this article

Partial Minimax Estimation in Regression Analysis

Author

Listed:
  • F. Hering
  • G. Trenkler
  • P. Stahlecker

Abstract

The general minimax estimator of the linear regression model is applicable when the whole parameter vector is restricted to an ellipsoid. In many applications, however, it is more realistic to assume that only a part of the parameter set is constrained. For this case an alternative minimax approach is developed.

Suggested Citation

  • F. Hering & G. Trenkler & P. Stahlecker, 1987. "Partial Minimax Estimation in Regression Analysis," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 41(2), pages 111-128, June.
    • Handle: RePEc:bla:stanee:v:41:y:1987:i:2:p:111-128
    DOI: 10.1111/j.1467-9574.1987.tb01177.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9574.1987.tb01177.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9574.1987.tb01177.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Moors, J.J.A. & van Houwelingen, J.C., 1987. "Estimation of linear models with inequality restrictions," Research Memorandum FEW 291, Tilburg University, School of Economics and Management.
    2. Moors, J.J.A. & van Houwelingen, J.C., 1987. "Estimation of linear models with inequality restrictions," Other publications TiSEM a96b4879-da97-4807-86e6-2, Tilburg University, School of Economics and Management.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:stanee:v:41:y:1987:i:2:p:111-128. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.