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- W2094868390 abstract "Minimax-linear estimation with respect to the quadratic risk is considered among the class of linear estimators of β, under the linear regression model M = {y,Xβ,σ2I}. New classes of minimax-linear estimators of β are derived among certain subsets of linear estimators, which are simple from the point of view of minimax estimation. The admissible linear estimators of β under M are then characterized via these classes of minimax-linear estimators, and the relationship between the minimax-linear and admissible estimators of β is examined. Various properties of linear admissible estimators follow readily from this new characterization." @default.
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- W2094868390 date "1992-11-01" @default.
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- W2094868390 title "On a relationship between minimax-linear and admissible estimators in linear regression" @default.
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- W2094868390 doi "https://doi.org/10.1016/0024-3795(92)90213-t" @default.
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