Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function

DOI10.1016/J.JMVA.2014.04.005zbMath1288.62088OpenAlexW2033666834MaRDI QIDQ2015053

Jie Wu, Dao-Jiang He

Publication date: 18 June 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.005

zbMATH Keywords

admissibilityhomogeneous linear estimatorsinhomogeneous linear estimatorsmatrix balanced loss functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Admissibility in statistical decision theory (62C15)

Related Items (2)

Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function ⋮ All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• All admissible linear estimators of a regression coefficient under a balanced loss function
• Admissibility of linear estimators with respect to inequality constraints under matrix loss function
• Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Admissible linear estimators in linear models with respect to inequality constraints
• \(\Phi\) admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function
• \(\Phi\) admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function
• Admissibility of linear estimators in multivariate linear models with respect to inequality constraints
• Admissibilities of matrix linear estimators multivariate linear models
• The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
• Admissible Linear Predictors in the Superpopulation Model with Respect to Inequality Constraints
• Admissible Linear Estimators with Respect to Inequality Constraints
• Simultaneous estimation of the multivariate normal mean under balanced loss function
• Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model

This page was built for publication: Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function