Linearly admissible estimators on linear functions of regression coefficient under balanced loss function

DOI10.1080/03610926.2018.1472788MaRDI QIDQ5083450zbMATH OpenOpenAlexFDO

Authors Ming Xiang Cao, Daojiang He

Publication date 20 June 2022

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

Full work available at URL https://doi.org/10.1080/03610926.2018.1472788

zbMATH Keywords

balanced loss functionsingular linear modellinear functions of regression coefficientlinearly admissible estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Cites work

• scientific article; zbMATH DE number 3956252 (Why is no real title available?)
• scientific article; zbMATH DE number 4096592 (Why is no real title available?)
• scientific article; zbMATH DE number 524365 (Why is no real title available?)
• Linear algebra and matrix analysis for statistics
• On estimation with weighted balanced-type loss function
• \(\Phi\) admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function

Cited in

(6)

• Linearly admissible estimators of stochastic regression coefficient under balanced loss function
• Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
• Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
• All admissible linear estimators of a regression coefficient under a balanced loss function
• Characterization of admissible linear estimators under extended balanced loss function
• scientific article; zbMATH DE number 6402362 (Why is no real title available?)

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