Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function
From MaRDI portal
Publication:444985
DOI10.1016/j.jmva.2012.04.004zbMath1259.62041MaRDI QIDQ444985
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
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62C20: Minimax procedures in statistical decision theory
Related Items
The admissible minimax estimator in Gauss–Markov model under a balanced loss function, Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
Cites Work
- All admissible linear estimators of a regression coefficient under a balanced loss function
- The linear minimax estimator of stochastic regression coefficients and parameters under quadrat\-ic loss function
- Admissibility and minimaxity of Bayes estimators for a normal mean matrix
- Proper Bayes minimax estimators of the normal mean matrix with common unknown variances
- Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function
- Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
- Inadmissibility of the Stein-rule estimator under the balanced loss function
- Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
- \(\Phi\) admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function
- On estimation with weighted balanced-type loss function
- The exact risks of some pre-test and stein-type regression estimators umder balanced loss
- The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
- The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
- Weighted balanced loss function and estimation of the mean time to failure
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
