Optimal and minimax prediction in multivariate normal populations under a balanced loss function

DOI10.1016/J.JMVA.2014.03.014MaRDI QIDQ2451626zbMATH OpenOpenAlexFDO

Authors Guikai Hu, Qingguo Li, Shenghua Yu

Publication date 4 June 2014

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

Full work available at URL https://doi.org/10.1016/j.jmva.2014.03.014

zbMATH Keywords

balanced loss functionfinite population regression coefficientminimax predictoroptimal predictor

Mathematics Subject Classification ID

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

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Cites work

• \(\Phi\) admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function
• Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function
• All admissible linear estimators of a regression coefficient under a balanced loss function
• 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
• Bayes prediction of the regression coefficient in a finite population using balanced loss function
• scientific article; zbMATH DE number 3812700 (Why is no real title available?)
• scientific article; zbMATH DE number 524365 (Why is no real title available?)
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• ON THE SIMPLE PROJECTION PREDICTOR IN FINITE POPULATIONS
• Prediction theory for finite populations
• Preliminary test and Stein estimations in simultaneous linear equations
• The minimax predictor in finite populations with arbitrary rank in normal distributions

Cited in

(5)

• Simultaneous prediction in the generalized linear model
• Linear minimax prediction of finite population regression coefficient under a balanced loss function
• Robust predictor of finite population regression coefficient under a balanced loss function
• scientific article; zbMATH DE number 1400028 (Why is no real title available?)
• All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function

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