A note on minimax estimation in linear regression:
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| 1. Verfasser: | |
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| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Oldenburg
Inst. für Volkswirtschaftslehre
[1991]
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| Schriftenreihe: | Wirtschaftswissenschaftliche Diskussionsbeiträge / Volkswirtschaftliche Reihe
77 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 14 Bl. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| adam_text | A Note on Minimax Estimation
in Linear Regression
Karsten Schmidt
University of Oldenburg — Department of Economics
Report No. V 77 91
Abstraft
We considei the linear regression model where prior Information restricts
the parameter Space to an ellipsoid. We compare the Linear Minimax esti
mator with the Quasi Minimax estimator. While both are admissible, nu
merical studies show the superior average Performance of the Quasi Mini¬
max estimator.
This research was supported by
Deutsche Forschungsgemeinschaft
Grant No. Sta 284/1
|
| any_adam_object | 1 |
| author | Schmidt, Karsten |
| author_facet | Schmidt, Karsten |
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV004763713 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T16:17:21Z |
| institution | BVB |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002932721 |
| oclc_num | 75239320 |
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| physical | 14 Bl. graph. Darst. |
| publishDate | 1991 |
| publishDateSearch | 1991 |
| publishDateSort | 1991 |
| publisher | Inst. für Volkswirtschaftslehre |
| record_format | marc |
| series2 | Wirtschaftswissenschaftliche Diskussionsbeiträge / Volkswirtschaftliche Reihe |
| spelling | Schmidt, Karsten Verfasser aut A note on minimax estimation in linear regression Karsten Schmidt Oldenburg Inst. für Volkswirtschaftslehre [1991] 14 Bl. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wirtschaftswissenschaftliche Diskussionsbeiträge / Volkswirtschaftliche Reihe 77 Lineare Regression (DE-588)4167709-2 gnd rswk-swf Minimax-Schätzung (DE-588)4139681-9 gnd rswk-swf Lineare Regression (DE-588)4167709-2 s Minimax-Schätzung (DE-588)4139681-9 s DE-604 Volkswirtschaftliche Reihe Wirtschaftswissenschaftliche Diskussionsbeiträge 77 (DE-604)BV004212153 77 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002932721&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Schmidt, Karsten A note on minimax estimation in linear regression Lineare Regression (DE-588)4167709-2 gnd Minimax-Schätzung (DE-588)4139681-9 gnd |
| subject_GND | (DE-588)4167709-2 (DE-588)4139681-9 |
| title | A note on minimax estimation in linear regression |
| title_auth | A note on minimax estimation in linear regression |
| title_exact_search | A note on minimax estimation in linear regression |
| title_full | A note on minimax estimation in linear regression Karsten Schmidt |
| title_fullStr | A note on minimax estimation in linear regression Karsten Schmidt |
| title_full_unstemmed | A note on minimax estimation in linear regression Karsten Schmidt |
| title_short | A note on minimax estimation in linear regression |
| title_sort | a note on minimax estimation in linear regression |
| topic | Lineare Regression (DE-588)4167709-2 gnd Minimax-Schätzung (DE-588)4139681-9 gnd |
| topic_facet | Lineare Regression Minimax-Schätzung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002932721&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV004212153 |
| work_keys_str_mv | AT schmidtkarsten anoteonminimaxestimationinlinearregression |