The admissible minimax estimator in Gauss-Markov model under a balanced loss function

DOI10.1080/02331888.2015.1050023zbMATH Open1342.62004OpenAlexW2295090300MaRDI QIDQ5739664FDOQ5739664

Authors: Ping Peng, Guikai Hu 

Publication date: 19 July 2016

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2015.1050023

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• scientific article; zbMATH DE number 1567293

zbMATH Keywords

balanced loss functionGauss-Markov modeladmissible minimax estimator

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Admissibility in statistical decision theory (62C15)

Cites Work

• All admissible linear estimators of a regression coefficient under a balanced loss function
• \(\Phi\) admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function
• Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function
• Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function
• Linearly admissible estimators of stochastic regression coefficient under balanced loss function
• Minimax estimator of regression coefficient in normal distribution under balanced loss function

Cited In (2)

• Title not available (Why is that?)
• Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss

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