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Uniformly best estimation in linear regression when prior information is fuzzy

โœ Scribed by Bernhard F. Arnold; Peter Stahlecker


Book ID
106045409
Publisher
Springer-Verlag
Year
2009
Tongue
English
Weight
172 KB
Volume
51
Category
Article
ISSN
0932-5026

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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.