Reducing the maximum risk of regression estimators by polyhedral projection:
Gespeichert in:
| Beteiligte Personen: | , |
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| Format: | Buch |
| Sprache: | Deutsch |
| Veröffentlicht: |
Oldenburg
Inst. für Volkswirtschaftslehre
[1991]
|
| Schriftenreihe: | Wirtschaftswissenschaftliche Diskussionsbeiträge / Volkswirtschaftliche Reihe
78 |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002932722&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | 17 Bl. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| adam_text | Reducing the Maximum Risk of Regression
Estimators by Polyhedral Projection
Karsten Schmidt and Peter Stahlecker
University of Oldenburg — Department of Economics
Report No. V 78 91
i
Abstract
We consider the linear regression model where the parameter space is re¬
stricted by linear inequalities. The effect of projecting estimators that may
violate this polyhedral prior information is analyzed. We show that pro¬
jected estimators dominate their unprojected counterparts. The magnitude
of the performance gain is investigated in a Monte Carlo Study.
This research was supported by
Deutsche Forschungsgemeinschaft
Grant No. Sta 284/1
|
| any_adam_object | 1 |
| author | Schmidt, Karsten Stahlecker, Peter |
| author_facet | Schmidt, Karsten Stahlecker, Peter |
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| bvnumber | BV004763714 |
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| ctrlnum | (OCoLC)75239321 (DE-599)BVBBV004763714 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV004763714 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T08:22:37Z |
| institution | BVB |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002932722 |
| oclc_num | 75239321 |
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| physical | 17 Bl. graph. Darst. |
| publishDate | 1991 |
| publishDateSearch | 1991 |
| publishDateSort | 1991 |
| publisher | Inst. für Volkswirtschaftslehre |
| record_format | marc |
| series2 | Wirtschaftswissenschaftliche Diskussionsbeiträge / Volkswirtschaftliche Reihe |
| spellingShingle | Schmidt, Karsten Stahlecker, Peter Reducing the maximum risk of regression estimators by polyhedral projection Lineare Regression (DE-588)4167709-2 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Modell (DE-588)4039798-1 gnd |
| subject_GND | (DE-588)4167709-2 (DE-588)4240945-7 (DE-588)4039798-1 |
| title | Reducing the maximum risk of regression estimators by polyhedral projection |
| title_auth | Reducing the maximum risk of regression estimators by polyhedral projection |
| title_exact_search | Reducing the maximum risk of regression estimators by polyhedral projection |
| title_full | Reducing the maximum risk of regression estimators by polyhedral projection Karsten Schmidt and Peter Stahlecker |
| title_fullStr | Reducing the maximum risk of regression estimators by polyhedral projection Karsten Schmidt and Peter Stahlecker |
| title_full_unstemmed | Reducing the maximum risk of regression estimators by polyhedral projection Karsten Schmidt and Peter Stahlecker |
| title_short | Reducing the maximum risk of regression estimators by polyhedral projection |
| title_sort | reducing the maximum risk of regression estimators by polyhedral projection |
| topic | Lineare Regression (DE-588)4167709-2 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Modell (DE-588)4039798-1 gnd |
| topic_facet | Lineare Regression Monte-Carlo-Simulation Modell |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002932722&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV004212153 |
| work_keys_str_mv | AT schmidtkarsten reducingthemaximumriskofregressionestimatorsbypolyhedralprojection AT stahleckerpeter reducingthemaximumriskofregressionestimatorsbypolyhedralprojection |