scientific article; zbMATH DE number 524365

MaRDI QIDQ4284855zbMATH OpenFDO

Authors Arnold Zellner

Publication date 1994

zbMATH Keywords

average operating characteristicsbalanced loss functionsBayesian posterior meansmaximum likelihood estimatesrobustnesssampling propertiesscalar meanvector meanvector of regression coefficients

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cited in

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• Bayes estimation based on k-record data from a general class of distributions under balanced type loss functions
• Inadmissibility of the Stein-rule estimator under the balanced loss function
• The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches
• Stein estimation -- a review
• The balanced credibility estimators with correlation risk and inflation factor
• Bayesian benchmarking with applications to small area estimation
• The best linear unbiased estimator in a singular linear regression model
• The optimal extended balanced loss function estimators
• On estimation with balanced loss functions
• On generalized ridge regression estimators under collinearity and balanced loss
• Generalized moment based estimation and inference
• Least squares estimators in measurement error models under the balanced loss function.
• Estimation of a normal mean relative to balanced loss functions
• Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function
• Past, present and future of econometrics
• Some variants of adaptive sampling procedures and their applications
• \(\Phi\) admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function
• Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
• A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function
• Bayesian hierarchical modeling: application towards production results in the Eagle Ford Shale of South Texas
• Multidimensional balanced credibility model with time effect and two level random common effects
• A note on linearly constrained Bayes estimator in elliptical models
• On shrinkage estimation of a spherically symmetric distribution for balanced loss functions
• Admissibility results under some balanced loss functions for a functional regression model
• E-Bayesian estimation for the geometric model based on record statistics
• On shrinkage estimation for balanced loss functions
• Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility
• On general Bayesian inference using loss functions
• Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function
• Bayesian total loss estimation using shared random effects
• Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function
• \(\Phi\) admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function
• Optimal rules and robust Bayes estimation of a gamma scale parameter
• Constrained Bayes and empirical Bayes estimation under random effects normal ANOVA model with balanced loss function
• Optimal and minimax prediction in multivariate normal populations under a balanced loss function
• On estimation with weighted balanced-type loss function
• Small area shrinkage estimation
• Efficiency of the restricted r-d class estimator in linear regression
• Generalized maximum entropy analysis of the linear simultaneous equations model
• Posterior analysis of the compound Rayleigh distribution under balanced loss functions for censored data
• Admissibility of estimated regression coefficients under generalized balanced loss
• Stein-rule estimation under an extended balanced loss function
• Bayes Predictor of One-Parameter Exponential Family Type Population Mean Under Balanced Loss Function
• An optimal co-reinsurance strategy
• The principal correlation components estimator and its optimality
• Constrained Bayes and Empirical Bayes Estimation with Balanced Loss Functions
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• General admissibility for linear estimators in a general multivariate linear model under balanced loss function
• Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function
• Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
• On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms
• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• Classification loss function for parameter ensembles in Bayesian hierarchical models
• Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function
• On Bayesian learning via loss functions
• Bayesian Estimation for Nonstandard Loss Functions Using a Parametric Family of Estimators
• E-Bayesian estimation for the Lomax distribution based on type-II censored data
• Weighted balanced loss function and estimation of the mean time to failure
• Pareto analysis for the lifetime performance index of products on the basis of progressively first-failure-censored batches under balanced symmetric and asymmetric loss functions
• New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss
• Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function
• Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss
• Linearly admissible estimators on linear functions of regression coefficient under balanced loss function
• Risk performance of some shrinkage estimators
• Assessing the effect of E-Bayesian inference for Poisson inverse exponential distribution parameters under different loss functions and its application
• Bayesian inference of three-parameter bathtub-shaped lifetime distribution
• Application of constrained Bayes estimation under balanced loss function in insurance pricing
• Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function
• Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors
• All admissible linear estimators of a regression coefficient under a balanced loss function
• Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal
• Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
• Maximum entropy and Bayesian approaches to the ratio problem
• On E-Bayesian analysis of the hierarchical normal and inverse gamma model using different loss functions and its application
• Credibility estimators with dependence structure over risks and time under balanced loss function
• Efficiency of a Liu-type estimator in semiparametric regression models
• Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
• Generalized Bayes sure for multivariate normal distribution under balanced-quadratic loss
• Wavelet shrinkage estimation for mean matrix of matrix-variate elliptically contoured distributions
• Sequential estimation of a location parameter and powers of a scale parameter from delayed observations
• Sequential estimation for the multiple linear regression models with balanced loss functions
• A new approach to the credibility formula
• A Bayesian ``sandwich for variance estimation
• Preliminary test and Stein estimations in simultaneous linear equations
• Minimax estimator of regression coefficient in normal distribution under balanced loss function
• Bayesian shrinkage wavelet estimation of mean matrix of the matrix variate normal distribution with application in de-noising
• Bayes estimator for the inequality-constrained regression model*
• On the performance of the new minimax shrinkage estimators for a normal mean vector
• Location parameter estimation for elliptical distribution under the balanced-LINEX loss
• Baranchik-type estimators under modified balanced loss functions
• Two new Bayesian-wavelet thresholds estimations of elliptical distribution parameters under non-linear exponential balanced loss
• Bayesian estimation for mean vector of multivariate normal distribution on the linear and nonlinear exponential balanced loss based on wavelet decomposition
• Statistical inference and optimal design for multiple constant-stress accelerated life tests under ordered ranked set sampling with progressive Type-II censoring
• Study the performance of new shrinkage estimators under the balanced loss function
• Shrinkage estimators of the location parameter under modified balanced loss functions
• Shrinkage estimation of restricted mean vector under balanced loss with application in wavelet denoising
• Prediction of k-records from a general class of distributions under balanced type loss functions
• 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
• Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function

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