The exact risks of some pre-test and stein-type regression estimators umder balanced loss
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Publication:3125793
DOI10.1080/03610929608831878zbMath0901.62086OpenAlexW1967894293MaRDI QIDQ3125793
David E. A. Giles, Judith A. Giles, Kazuhiro Ohtani
Publication date: 17 February 1998
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929608831878
Related Items (25)
Least squares estimators in measurement error models under the 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 ⋮ Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function ⋮ Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function ⋮ Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function ⋮ Performance of preliminary test estimators for error variance based on W, LR and LM tests ⋮ The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function ⋮ Preliminary test estimation in system regression models in view of asymmetry ⋮ Minimum mean-squared error estimation in linear regression with an inequality constraint ⋮ Risk comparison of the inequality constrained least squares and other related estimators under balanced loss ⋮ Minimax estimator of regression coefficient in normal distribution under balanced loss function ⋮ Risk comparison of the inequality constrained least squares and other related estimators under balanced loss ⋮ Ridge regression methodology in partial linear models with correlated errors ⋮ Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function ⋮ Admissibility in general linear model with respect to an inequality constraint under balanced loss ⋮ All admissible linear estimators of a regression coefficient under a balanced loss function ⋮ Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function ⋮ The optimal extended balanced loss function estimators ⋮ Stein-rule estimation under an extended balanced loss function ⋮ Stein estimation -- a review ⋮ Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function ⋮ Inadmissibility of the Stein-rule estimator under the balanced loss function ⋮ A note on Stein-type shrinkage estimator in partial linear models ⋮ Shrinkage estimation in system regression model
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