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

DOI10.1016/J.JMVA.2012.04.004MaRDI QIDQ444985zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(7)

• Linear minimax estimators of estimable functions in multiple Gauss-Markov models with matrix loss functions
• Minimax estimator of regression coefficient in normal distribution under balanced loss function
• Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
• scientific article; zbMATH DE number 1749691 (Why is no real title available?)
• The admissible minimax estimator in Gauss-Markov model under a balanced loss function
• scientific article; zbMATH DE number 1187404 (Why is no real title available?)
• scientific article; zbMATH DE number 5585128 (Why is no real title available?)

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