Empirical Minimax Linear Estimates

  • We give the explicit solution for the minimax linear estimate. For scale dependent models an empirical minimax linear estimates is de¯ned and we prove that these estimates are Stein's estimates.

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Metadaten
Author details:Henning Läuter
URN:urn:nbn:de:kobv:517-opus-49483
Publication series (Volume number):Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2008, 06)
Publication type:Preprint
Language:English
Publication year:2008
Publishing institution:Universität Potsdam
Release date:2011/03/30
RVK - Regensburg classification:SI 990
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
DDC classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
License (German):License LogoKeine öffentliche Lizenz: Unter Urheberrechtsschutz
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