Estimation of regression coefficients subject to exact linear restrictions when some observations are missing and quadratic error balanced loss function is used
From MaRDI portal
Publication:820204
DOI10.1007/BF02595409zbMath1087.62068MaRDI QIDQ820204
Publication date: 6 April 2006
Published in: Test (Search for Journal in Brave)
Related Items (10)
Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function ⋮ Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function ⋮ Bayesian and robust Bayesian analysis under a general class of balanced loss functions ⋮ \(\Phi\) admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function ⋮ Ridge regression methodology in partial linear models with correlated errors ⋮ The optimal extended balanced loss function estimators ⋮ Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics ⋮ Stein-rule estimation under an extended balanced loss function ⋮ Computations of predictors/estimators under a linear random-effects model with parameter restrictions ⋮ A note on Stein-type shrinkage estimator in partial linear models
Cites Work
- The exact risks of some pre-test and stein-type regression estimators umder balanced loss
- Predictive Performance of the Methods of Restricted and Mixed Regression Estimators
- The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
- Linear-loss interval estimation of location and scale parameters
- Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
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