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

DOI10.1080/03610926.2013.854912zbMath1337.62180OpenAlexW2062499639MaRDI QIDQ2807751

Ming Xiang Cao, Guang Jun 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

zbMATH Keywords

multivariate statisticslinear estimatorsadmissibilitybalanced loss functionmean vector

Mathematics Subject Classification ID

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

Related Items (2)

Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function

Cites Work

• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
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• 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
• \(\Phi\) admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function
• On estimation with weighted balanced-type 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
• Weighted balanced loss function and estimation of the mean time to failure

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