Estimation of regression coefficients subject to exact linear restrictions when some observations are missing and quadratic error balanced loss function is used

DOI10.1007/BF02595409MaRDI QIDQ820204zbMATH OpenFDO

Authors N. E. Zubov

Publication date 6 April 2006

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02595409

zbMATH Keywords

balanced loss functionexact restrictionsmissing observations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 524365 (Why is no real title available?)
• scientific article; zbMATH DE number 1136508 (Why is no real title available?)
• Linear-loss interval estimation of location and scale parameters
• Predictive Performance of the Methods of Restricted and Mixed Regression Estimators
• Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
• The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
• The exact risks of some pre-test and stein-type regression estimators umder balanced loss

Cited in

(13)

• The optimal extended balanced loss function estimators
• Use of minimum risk approach in the estimation of regression models with missing observations
• Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function
• \(\Phi\) admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function
• Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function
• Use of prior information in the form of interval constraints for the improved estimation of linear regression models with some missing responses
• Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics
• Ridge regression methodology in partial linear models with correlated errors
• A note on Stein-type shrinkage estimator in partial linear models
• Stein-rule estimation under an extended balanced loss function
• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• scientific article; zbMATH DE number 1843500 (Why is no real title available?)
• Computations of predictors/estimators under a linear random-effects model with parameter restrictions

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