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

DOI10.1016/J.LAA.2011.08.013zbMATH Open1232.62089OpenAlexW2038548028MaRDI QIDQ665945FDOQ665945

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

Recommendations

• Linear minimax estimation of regression coefficients in general Gauss-Markov models under balanced loss functions
• All admissible linear estimators of a regression coefficient under a balanced loss function
• Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function
• The minimax estimator of stochastic regression coefficients and parameters in normal linear models
• The minimax estimator of stochastic regression coefficients and parameters in the class of all estimators

zbMATH Keywords

normal distributions

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Inadmissibility of the Stein-rule estimator under the balanced loss function
• On estimation with weighted balanced-type loss function
• Title not available (Why is that?)
• Weighted balanced loss function and estimation of the mean time to failure
• Families of minimax estimators of the mean of a multivariate normal distribution
• \(\Phi\) 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
• The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
• Title not available (Why is that?)
• The exact risks of some pre-test and stein-type regression estimators umder balanced loss
• Title not available (Why is that?)
• The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
• Title not available (Why is that?)
• The linear minimax estimator of stochastic regression coefficients and parameters under quadrat\-ic loss function
• Title not available (Why is that?)
• A family of admissible minimax estimators of the mean of a multivariate normal distribution

Cited In (8)

• Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
• Title not available (Why is that?)
• Smallest risk estimators of regression coefficients under balanced loss functions
• The minimax estimator of stochastic regression coefficients and parameters in normal linear models
• The minimax estimator of stochastic regression coefficients and parameters in the class of all estimators
• Linear minimax estimation of regression coefficients in general Gauss-Markov models under balanced loss functions
• The admissible minimax estimator in Gauss-Markov model under a balanced loss function
• Title not available (Why is that?)

This page was built for publication: Minimax estimator of regression coefficient in normal distribution under balanced loss function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q665945)