Stein-rule estimation under an extended balanced loss function

DOI10.1080/00949650802258562zbMATH Open1179.62080OpenAlexW2009650208MaRDI QIDQ3401439FDOQ3401439

Authors:

Publication date: 29 January 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650802258562

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zbMATH Keywords

linear regression modelordinary least squares estimatorbalanced loss functionStein-rule estimatornon-normal disturbances

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Title not available (Why is that?)
• Least squares estimators in measurement error models under the balanced loss function.
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• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Inadmissibility of the Stein-rule estimator under the balanced loss function
• Estimation of a normal mean relative to balanced loss functions
• Weighted balanced loss function and estimation of the mean time to failure
• On generalized ridge regression estimators under collinearity and balanced loss
• Generalized Liu Type Estimators Under Zellner's Balanced Loss Function
• Improved nonparametric estimation of location vectors in multivariate regression models
• Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function
• The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
• Unbiased estimation of the MSE matrices of improved estimators in linear regression
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• Estimation of regression coefficients subject to exact linear restrictions when some observations are missing and quadratic error balanced loss function is used
• The exact risks of some pre-test and stein-type regression estimators umder balanced loss
• Risk comparison of some shrinkage M-estimators in linear models
• The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
• Large sample asymptotic properties of the double k-class estimators in linear regression models
• Predictive Performance of the Methods of Restricted and Mixed Regression Estimators
• Stmultaneous estimation of survivor functions in exponential lifetme models
• Prediction of values of variables in linear measurement error model

Cited In (15)

• Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
• On the performance of the poisson and the negative binomial ridge predictors
• Estimation, prediction and the Stein phenomenon under divergence loss
• Title not available (Why is that?)
• Feasible generalized Stein-rule restricted ridge regression estimators
• Improved ridge regression estimators for the logistic regression model
• A comparative study of Stein-mixed type estimator under balanced loss function
• A Note on the Comparison of the Stein Estimator and the James-Stein Estimator
• Simultaneous estimation of several CDF’s: homogeneity constraint
• The optimal extended balanced loss function estimators
• Inadmissibility of the Stein-rule estimator under the balanced loss function
• Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints
• Title not available (Why is that?)
• Risk performance of some shrinkage estimators
• Shrinkage estimation in spatial autoregressive model

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