scientific article; zbMATH DE number 1136508

zbMATH Open0888.62069MaRDI QIDQ4381667FDOQ4381667

Authors: Kazuhiro Ohtani 

Publication date: 3 May 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

risk functionStein-rule estimatorsbalanced lossweighted average estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

Cited In (16)

• Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
• Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function
• Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function
• Minimax estimator of regression coefficient in normal distribution under balanced loss function
• Stein estimation -- a review
• Stein-rule estimation under an extended balanced loss function
• All admissible linear estimators of a regression coefficient under a balanced loss function
• Title not available (Why is that?)
• 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 of linear estimators of the common mean parameter in general linear models under a balanced loss function
• \(\Phi\) admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized 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
• Least squares estimators in measurement error models under the balanced loss function.
• The optimal extended balanced loss function estimators
• Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function
• Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss

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