Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function

DOI10.1016/J.JMVA.2016.10.003zbMATH Open1351.62016OpenAlexW2536100975MaRDI QIDQ2374412FDOQ2374412

Authors: Ming Xiang Cao, Daojiang He 

Publication date: 15 December 2016

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.10.003

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zbMATH Keywords

balanced loss functionadmissibilitylinear estimatorscommon mean parameter

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Cites Work

• Linear Statistical Inference and its Applications
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• All admissible linear estimators of a regression coefficient under a balanced loss function
• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• Inadmissibility of the Stein-rule estimator under the balanced loss function
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• Estimation of a normal mean relative to balanced loss functions
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• Weighted balanced loss function and estimation of the mean time to failure
• Improved prediction in the presence of multicollinearity
• \(\Phi\) admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function
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• Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function
• Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function
• The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
• Simultaneous estimation of the multivariate normal mean under balanced loss function
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• \(\Phi\) admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function
• Linearly admissible estimators of stochastic regression coefficient under balanced loss function
• Estimation of regression coefficients subject to exact linear restrictions when some observations are missing and quadratic error balanced loss function is used
• Estimating common mean and heterogeneity variance in two study case meta-analysis
• Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
• Shrinkage domination in a multivariate common mean problem
• Estimating the Common Mean of Possibly Different Normal Populations: A Simulation Study
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Cited In (9)

• Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
• Characterization of admissible linear estimators under extended balanced loss function
• Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss
• New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss
• Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
• Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility
• Φ admissibility of linear estimators of common mean parameter in general multivariate linear models under a balanced loss function
• General admissibility for linear estimators in a general multivariate linear model under balanced loss function
• Linearly admissible estimators of the common mean parameter under balanced loss function

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