Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function

DOI10.1016/J.JMVA.2012.04.004zbMATH Open1259.62041OpenAlexW2022817779MaRDI QIDQ444985FDOQ444985

Authors: Guikai Hu, Ping Peng 

Publication date: 24 August 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.04.004

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zbMATH Keywords

balanced loss functiongeneral multivariate linear modellinear minimax estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cites Work

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Cited In (6)

• Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
• Minimax estimator of regression coefficient in normal distribution under balanced loss function
• Title not available (Why is that?)
• Title not available (Why is that?)
• The admissible minimax estimator in Gauss–Markov model under a balanced loss function
• Linear minimax estimators of estimable functions in multiple Gauss-Markov models with matrix loss functions

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