๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A subclass of bayes linear estimators that are minimax

โœ Scribed by Kurt Hoffmann

Publisher
Springer Netherlands
Year
1996
Tongue
English
Weight
369 KB
Volume
43
Category
Article
ISSN
0167-8019

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Pseudo-minimax linear and mixed regressi
Pseudo-minimax linear and mixed regression estimation of regression coefficients when prior estimates are available
โœ H. Shalabh; H. Toutenburg ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 170 KB

When prior estimates of regression coe cients along with their standard errors or their variance-covariance matrix are available, they can be incorporated into the estimation procedure through minimax linear and mixed regression approaches. It is demonstrated that the mixed regression approach provi

A comparison of minimax and least square
A comparison of minimax and least squares estimators in linear regression with polyhedral prior information
โœ Karsten Schmidt ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Springer Netherlands ๐ŸŒ English โš– 460 KB

We consider the linear regression model where prior information in the form of linear inequalities restricts the parameter space to a polyhedron. Since the linear minimax estimator has, in general, to be determined numerically, it was proposed to minimize an upper bound of the maximum risk instead.

Parametric empirical Bayes estimation fo
Parametric empirical Bayes estimation for a class of extended log-linear regression models
โœ Wanzhu Tu; Walter W. Piegorsch ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 155 KB ๐Ÿ‘ 3 views

This paper presents a fully parametric empirical Bayes approach for the analysis of count data, with emphasis on its application to environmental toxicity data. A hierarchical structure for the mean response is developed from a generalized linear model, based on a Poisson distribution. The linear pr