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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:Abstract

In 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
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