Minimax estimation of common coefficients of several regression models under quadratic loss

DOI10.1016/0378-3758(90)90052-VzbMath0685.62012OpenAlexW2080265627MaRDI QIDQ1826240

Tatsuya Kubokawa

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(90)90052-v

zbMATH Keywords

common meanregression modelsquadratic lossmultiple shrinkage estimatorsestimating common coefficientsunknown error variances

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (2)

Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations ⋮ On exact confidence intervals for the common mean of several normal populations

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