An Appreciation of Balanced Loss Functions Via Regret Loss

DOI10.1080/03610926.2012.752844MaRDI QIDQ5249213zbMATH OpenOpenAlexFDO

Authors Tapan K. Nayak, Bimal Kumar Sinha

Publication date 29 April 2015

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.752844

zbMATH Keywords

admissibilityBayes estimatorintrinsic lossminimaxityquadratic lossStein-rule estimator

Mathematics Subject Classification ID

General considerations in statistical decision theory (62C05) Point estimation (62F10)

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Cites work

• A generalization of the credibility theory obtained by using the weighted balanced loss function
• A sequence of improvements over the James-Stein estimator
• All admissible linear estimators of a regression coefficient under a balanced loss function
• An approach to improving the James-Stein estimator
• Bayes Predictor of One-Parameter Exponential Family Type Population Mean Under Balanced Loss Function
• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• Estimation of a normal mean relative to balanced loss functions
• Estimation of parameters in a linear model
• Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
• Improving the James-Stein estimator using the Stein variance estimator
• Inadmissibility of the Stein-rule estimator under the balanced loss function
• Intrinsic losses
• Multivariate empirical Bayes and estimation of covariance matrices
• On a Normal Mean with Known Coefficient of Variation
• On estimation with balanced loss functions
• On estimation with weighted balanced-type loss function
• On generalized ridge regression estimators under collinearity and balanced loss
• Simultaneous estimation of the multivariate normal mean under balanced loss function
• The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
• Weighted balanced loss function and estimation of the mean time to failure

Cited in

(3)

• On estimation with balanced loss functions
• The weight of competence under a realistic loss function
• The Hilbert Lagrangian and isometric embedding: tetrad formulation of Regge-Teitelboim gravity

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