On the equivalence of spectral theory and bayesian analysis in minimax linear estimation |
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| Authors: | Hilmar Drygas Jürgen Pilz |
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| Affiliation: | (1) Fachbereich 17 (Mathematik-Informatik), Universität Gesamthochschule Kassel, Postfach 101 380, D-34109 Kassel, Germany;(2) Institut für Mathematik, Universität Klagenfurt, Villach Str. 161, A-9020 Klagenfurt, Austria |
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| Abstract: | The Bayesian point of view of the linear regression model is used to deal with some minimax problems. New tools for spectral theory make it possible to give an alternative equivalence of the Bayesian and the minimax approach. |
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| Keywords: | 62J05 |
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