caa a22 4500 477076696 CHVBK 20180405111440.0 cr unu---uuuuu 170330e19960401xx s 000 0 eng 10.1007/BF00046984 doi (NATIONALLICENCE)springer-10.1007/BF00046984 Linear minimax estimation with ellipsoidal constraints [Elektronische Daten] [Norbert Christopeit, Kurt Helmes] We consider the simultaneous linear minimax estimation problem in linear models with ellipsoidal constraints imposed on an unknown parameter. Using convex analysis, we derive necessary and sufficient optimality conditions for a matrix to define the linear minimax estimator. For certain regions of the set of characteristics of linear models and constraints, we exploit these optimality conditions and get explicit formulae for linear minimax estimators. Kluwer Academic Publishers, 1996 linear minimax estimation nationallicence ellipsoidal constraints nationallicence Christopeit Norbert Institut for Econometrics and Operations Research, University of Bonn, 53113, Bonn, Germany aut Helmes Kurt Institute for Operations Research, Humboldt-University Berlin, 107.178, Berlin, Germany aut Acta Applicandae Mathematica Kluwer Academic Publishers 43/1(1996-04-01), 3-15 0167-8019 43:1<3 1996 43 10440 https://doi.org/10.1007/BF00046984 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF00046984 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Christopeit Norbert Institut for Econometrics and Operations Research, University of Bonn, 53113, Bonn, Germany aut NATIONALLICENCE 700 1- Helmes Kurt Institute for Operations Research, Humboldt-University Berlin, 107.178, Berlin, Germany aut NATIONALLICENCE 773 0- Acta Applicandae Mathematica Kluwer Academic Publishers 43/1(1996-04-01), 3-15 0167-8019 43:1<3 1996 43 10440 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer