Characterization of minimax linear estimators in linear regression

References

• Hoerl , A.E. and Kennard , R.W. 1970 . Ridge regression:biased estimation for nonothogonal problems . Technometrics , 12 : 55 – 67 .
   Web of Science ®Google Scholar
• Hoffmann , K. 1977a . Robust alternatives of the least squares estimator . Math. Operaiionsforsch. Statist., Ser. Statistics , 8 : 305 – 311 .
   Google Scholar
• Hoffmann , K. 1977b . Admissibility of linear estimators with respect to restricted parameter sets . Math. Operationsforsch. Statist., Ser. Statistics , 8 : 425 – 438 .
   Google Scholar
• Hoffmann , K. 1978 . Zulässigkeit und Robustheit von linearen Schätzfunktion en im linearen Regressionsmodell Berlin Doctoral thesis submitted to the Academy of Sciences of the G.D.R
   Google Scholar
• Läuter , H. 1975 . A minimax linear estimator for linear parameters under restrictions in form of inequalities . Math. Operationsforsch. Statist , 6 : 689 – 695 .
   Google Scholar
• Rao , C.R. 1976 . Estimation of parameters in a linear model . Ann. Statist , 4 : 1023 – 1037 .
   Web of Science ®Google Scholar
• Petersen , I. 1973 . Linear minimax estimation for inadequate models in L 2-metric . Math. Operationsforsch. Statist , 4 : 463 – 471 .
   Google Scholar