Improved estimators with the weighted and compounded loss functions

DOI10.1080/03610928308828447MaRDI QIDQ4748973zbMATHOpenAlexFDO

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

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

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