论文信息 - Minimax linear, ridge and shrunken estimators for linear parameters

Minimax linear, ridge and shrunken estimators for linear parameters

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.

O. Bunke | O. Bunke

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