Improved estimators with the weighted and compounded loss functions
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Publication:4748973
DOI10.1080/03610928308828447zbMath0511.62015OpenAlexW2071885661MaRDI QIDQ4748973
Shailendra S. Menjoge, Poduri S. R. S. Rao
Publication date: 1983
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928308828447
improved estimatorsmultiple regression modelcompounded convex loss functionmean of multinormal distribution
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)
Cites Work
- Minimax estimators of the mean of a multivariate normal distribution
- Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
- Families of minimax estimators of the mean of a multivariate normal distribution
- Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function
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