Restricted minimax estimation in semiparametric linear models |
| |
Authors: | Hadi Emami |
| |
Institution: | 1. Department of Statistics, University of Zanjan, Zanjan, Iranh.emami@znu.ac.ir |
| |
Abstract: | AbstractIn this article we develop the minimax estimation approach of general linear models to the semiparametric linear models when the parameters are simultaneously constrained by an ellipsoid and linear restrictions. Combining sample information and prior constraints the minimax estimator is obtained and compared with partially least square estimator by theoretical and simulation methods. |
| |
Keywords: | Ellipsoidal restriction semiparametric linear models matrix theory minimax estimation |
|