Minimax estimator of regression coefficient in normal distribution under balanced loss function

DOI10.1016/J.LAA.2011.08.013MaRDI QIDQ665945zbMATH OpenOpenAlexFDO

Authors Guikai Hu, Ping Peng, Qingguo Li

Publication date 7 March 2012

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2011.08.013

zbMATH Keywords

normal distributions

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

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Cited in

(8)

• Linear minimax estimation of regression coefficients in general Gauss-Markov models under balanced loss functions
• Smallest risk estimators of regression coefficients under balanced loss functions
• Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
• scientific article; zbMATH DE number 1779628 (Why is no real title available?)
• scientific article; zbMATH DE number 1400028 (Why is no real title available?)
• The minimax estimator of stochastic regression coefficients and parameters in normal linear models
• The admissible minimax estimator in Gauss-Markov model under a balanced loss function
• The minimax estimator of stochastic regression coefficients and parameters in the class of all estimators

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