The minimax estimator of stochastic regression coefficients and parameters in normal linear models

zbMATH Open1095.62079MaRDI QIDQ5487706FDOQ5487706

Authors: Li-Wen Xu, Shenghua Yu 

Publication date: 11 September 2006

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Estimation in multivariate analysis (62H12)

Cited In (8)

• Minimax estimator of regression coefficient in normal distribution under balanced loss function
• Optimal experiment design for estimating stochastic regression coefficients
• The linear minimax estimator of stochastic regression coefficients and parameters under quad\-rat\-ic loss functions
• The minimax stochastic optimization model of the Gauss-Markov nonlinear model's coefficients under the quadratic loss function
• Minimax estimation of common coefficients of several regression models under quadratic loss
• Minimax estimation with random coefficients: Theory and application to stock returns
• The linear minimax estimator of stochastic regression coefficients and parameters under quadrat\-ic loss function
• The minimax estimator of stochastic regression coefficients and parameters in the class of all estimators

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