Characterization of minimax linear estimators in linear regression |
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| Authors: | Kurt Hoffmann |
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| Affiliation: | Sektion Mathematik , Humboldt-Universit?t , Unter den Linden 6, Postfach 1297, Berlin, DDR-1086 |
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| Abstract: | Two characterization theorems of the minimax linear estimator (Mile) are proven for the case, where the regression parameter varies only in an arbitrary ellipsoid. Furthermore, the existence, uniqueness and admissibility of Mile are shown. The explicit determination of Mile is carried out for a special case. |
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| Keywords: | AMS 1980 subject classifications Primary 62H12 secondary 62F10 |
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