Linear minimax prediction of finite population regression coefficient under a balanced loss function

DOI10.1080/03610926.2014.978945MaRDI QIDQ2834721zbMATH OpenOpenAlexFDO

Authors Guikai Hu, Qingguo Li, Shenghua Yu

Publication date 23 November 2016

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

Full work available at URL https://doi.org/10.1080/03610926.2014.978945

zbMATH Keywords

balanced loss functionfinite population regression coefficientlinear minimax predictor

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Inference from stochastic processes and prediction (62M20)

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Cites work

• Bayes and minimax prediction in finite populations
• Bayes Prediction for a Heteroscedastic Regression Superpopulation Model Using Balanced Loss Function
• Bayes prediction for a stratified regression superpopulation model using balanced loss function
• Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion
• Linearized restricted ridge regression estimator in linear regression
• ON THE SIMPLE PROJECTION PREDICTOR IN FINITE POPULATIONS
• PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables
• The linear minimax estimator of stochastic regression coefficients and parameters under quadrat\-ic loss function

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(9)

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• Minimum Convex Risk Equivariant Finite Population Prediction for Linear Functions in Regression Models
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• All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function
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