All admissible linear estimators of a regression coefficient under a balanced loss function

DOI10.1016/j.jmva.2011.04.003zbMath1216.62013MaRDI QIDQ550174

Guikai Hu, Ping Peng

Publication date: 8 July 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.04.003

zbMATH Keywords

space of all estimators; with and without normality assumption

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62J12: Generalized linear models (logistic models)

62C15: Admissibility in statistical decision theory

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An Appreciation of Balanced Loss Functions Via Regret Loss, The admissible minimax estimator in Gauss–Markov model under a balanced loss function, Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression, Bayes minimax estimation of the multivariate normal mean vector under balanced loss function, Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function, Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function, Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function, Optimal and minimax prediction in multivariate normal populations under a balanced loss function, Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics

Cites Work

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