Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model

DOI10.1016/S0378-3758(00)00168-3zbMath0965.62008MaRDI QIDQ5931395

Qi-Guang Wu, Kazuo Noda, Kunio Shimizu

Publication date: 31 July 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

estimable matrix function; James-Stein-type matrix estimators; matrix loss functions; parameter matrix; semiorder; unknown covariance matrix

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62F15: Bayesian inference

62C15: Admissibility in statistical decision theory

Related Items

Admissibility of linear estimators with respect to inequality constraints under matrix loss function, Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model, Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function, Admissibilities of matrix linear estimators multivariate linear models, Characterization of Admissible Linear Estimators in Multivariate Linear Model with Respect to Inequality Constraints under Matrix Loss Function

Cites Work

• All admissible linear estimates of the mean matrix
• Estimation of parameters in a linear model
• Inadmissibility and admissibility results for unbiased loss estimators based on Gauss-Markov estimators
• Minimax estimators in the normal MANOVA model
• Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix
• Admissibility: Survey of a Concept in Progress
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