Publication details

Minimax estimates in regression model with restrictions on parameters and with variance matrix belonging to a special class of variance matrices

Authors

MICHÁLEK Jaroslav NAKONECHNY Olexander

Year of publication 1998
Type Article in Proceedings
Conference Summer School DATASTAT 97 Proceedings
MU Faculty or unit

Faculty of Science

Citation
Field General mathematics
Keywords Lagrange multipliers; linear operator on matrices; minimax estimates; regression model under restrictions; variance matrix
Description The linear regression model with restrictions on parameters and with unknown variance matrix which belongs to a special class of variance matrices is studied.
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