Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics

DOI10.1080/03610926.2013.854912zbMATH Open1337.62180OpenAlexW2062499639MaRDI QIDQ2807751FDOQ2807751

Authors: Ming Xiang Cao, Guangjun Shen 

Publication date: 25 May 2016

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

Full work available at URL: https://doi.org/10.1080/03610926.2013.854912

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zbMATH Keywords

multivariate statisticsbalanced loss functionadmissibilitymean vectorlinear estimators

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Admissibility in statistical decision theory (62C15)

Cites Work

• 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
• On estimation with balanced loss functions
• Estimation of a normal mean relative to balanced loss functions
• On estimation with weighted balanced-type loss function
• Weighted balanced loss function and estimation of the mean time to failure
• \(\Phi\) 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
• The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
• Simultaneous estimation of the multivariate normal mean 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
• Estimation of the exponential mean time to failure under a weighted balanced loss function

Cited In (5)

• Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
• Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
• Characterization of admissible linear estimators under extended balanced loss function
• Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function
• General admissibility for linear estimators in a general multivariate linear model under balanced loss function

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