Improved estimators with the weighted and compounded loss functions

DOI10.1080/03610928308828447zbMATH Open0511.62015OpenAlexW2071885661MaRDI QIDQ4748973FDOQ4748973

Authors: Shailendra S. Menjoge, Poduri S. R. S. Rao 

Publication date: 1983

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928308828447

zbMATH Keywords

improved estimatorsmultiple regression modelcompounded convex loss functionmean of multinormal distribution

Mathematics Subject Classification ID

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

Cites Work

• Minimax estimators of the mean of a multivariate normal distribution
• Families of minimax estimators of the mean of a multivariate normal distribution
• Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function
• Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss

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