Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function

DOI10.1016/j.jmva.2012.04.004zbMath1259.62041OpenAlexW2022817779MaRDI QIDQ444985

Ping Peng, Guikai Hu

Publication date: 24 August 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.04.004

zbMATH Keywords

balanced loss functiongeneral multivariate linear modellinear minimax estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

Related Items

Bayes minimax estimation of the multivariate normal mean vector under balanced loss function ⋮ The admissible minimax estimator in Gauss–Markov model under a balanced loss function

Cites Work

• All admissible linear estimators of a regression coefficient under a balanced loss function
• The linear minimax estimator of stochastic regression coefficients and parameters under quadrat\-ic loss function
• Admissibility and minimaxity of Bayes estimators for a normal mean matrix
• Proper Bayes minimax estimators of the normal mean matrix with common unknown variances
• Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function
• Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
• Inadmissibility of the Stein-rule estimator under the balanced loss function
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
• \(\Phi\) admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function
• On estimation with weighted balanced-type loss function
• The exact risks of some pre-test and stein-type regression estimators umder balanced loss
• The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
• The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
• Weighted balanced loss function and estimation of the mean time to failure
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