๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Further results on estimating linear regression models with partial prior information

โœ Scribed by A.K. Kashyap; P.A.V.B. Swamy; J.S. Mehta; R.D. Porter


Book ID
117434682
Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
954 KB
Volume
5
Category
Article
ISSN
0264-9993

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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.