caa a22 4500 477076661 CHVBK 20180405111440.0 cr unu---uuuuu 170330e19960401xx s 000 0 eng 10.1007/BF00046985 doi (NATIONALLICENCE)springer-10.1007/BF00046985 Drygas Hilmar Department of Mathematics, University of Kassel, Postfach 101380, 34132, Kassel, Germany aut Spectral methods in linear minimax estimation [Elektronische Daten] [Hilmar Drygas] We consider the minimax-linear estimator in a linear regression model with circular constraints. Two necessary and sufficient conditions for the optimality of an estimator, the socalled left spectral equation and the right spectral equation (Girko spectral equation), are derived. For the special case of a simple maximal eigenvalue and a single eigenspace explicit estimation formulas are derived. These formulas also show some of the shortcomings of the minimax-linear estimator (MILE). Finally, the relation with Bayesian analysis and the Hoffmann-Läuter estimator is outlined. Kluwer Academic Publishers, 1996 linear minimax estimation nationallicence Bayesian approach nationallicence spectral methods nationallicence spectral equations nationallicence Hoffmann-Laüter representation nationallicence Acta Applicandae Mathematica Kluwer Academic Publishers 43/1(1996-04-01), 17-42 0167-8019 43:1<17 1996 43 10440 https://doi.org/10.1007/BF00046985 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF00046985 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Drygas Hilmar Department of Mathematics, University of Kassel, Postfach 101380, 34132, Kassel, Germany aut NATIONALLICENCE 773 0- Acta Applicandae Mathematica Kluwer Academic Publishers 43/1(1996-04-01), 17-42 0167-8019 43:1<17 1996 43 10440 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer