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

DOI10.1016/J.JMVA.2011.04.003zbMATH Open1216.62013OpenAlexW2086134489MaRDI QIDQ550174FDOQ550174

Authors: 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

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zbMATH Keywords

space of all estimatorswith and without normality assumption

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Admissibility in statistical decision theory (62C15)

Cites Work

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Cited In (25)

• Linearly admissible estimators of stochastic regression coefficient under balanced loss function
• Admissibility of simultaneous prediction for actual and average values in finite population
• Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function
• 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
• Minimax estimator of regression coefficient in normal distribution under balanced loss function
• Title not available (Why is that?)
• Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression
• Optimal and minimax prediction in multivariate normal populations under a balanced loss function
• Characterization of admissible linear estimators under extended balanced loss function
• Title not available (Why is that?)
• Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function
• \(\Phi\) admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function
• Smallest risk estimators of regression coefficients under balanced loss functions
• An Appreciation of Balanced Loss Functions Via Regret Loss
• Title not available (Why is that?)
• Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics
• Admissibility of estimated regression coefficients under generalized balanced loss
• Admissibility of linear estimators of regression coefficients in singular linear models under balanced loss functions
• Title not available (Why is that?)
• On shrinkage estimation for balanced loss functions
• The admissible minimax estimator in Gauss-Markov model under a balanced loss function
• Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function
• Admissibility results under some balanced loss functions for a functional regression model

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