Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function

DOI10.1016/J.JSPI.2010.05.004MaRDI QIDQ989262zbMATH OpenOpenAlexFDO

Authors Guikai Hu, Ping Peng

Publication date 19 August 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2010.05.004

zbMATH Keywords

balanced loss functionadmissibilitylinear estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

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Cited in

(27)

• Estimation of a normal mean relative to balanced loss functions
• Optimal and minimax prediction in multivariate normal populations under a balanced loss function
• Admissibility results under some balanced loss functions for a functional regression model
• Linear minimax estimation of regression coefficients in general Gauss-Markov models under balanced loss functions
• Linearly admissible estimators of stochastic regression coefficient under balanced loss function
• The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
• Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
• All admissible linear estimators of a regression coefficient under a balanced loss function
• scientific article; zbMATH DE number 6531296 (Why is no real title available?)
• Minimax estimator of regression coefficient in normal distribution under balanced loss function
• Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
• Admissibility of simultaneous prediction for actual and average values in finite population
• Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
• Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics
• Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss
• General admissibility for linear estimators in a general multivariate linear model under balanced loss function
• scientific article; zbMATH DE number 3956252 (Why is no real title available?)
• The admissible minimax estimator in Gauss-Markov model under a balanced loss function
• Admissibility in general linear model with respect to an inequality constraint under balanced loss
• Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function
• Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function
• \(\Phi\) admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function
• Admissibility of estimated regression coefficients under generalized balanced loss
• \(\Phi\) admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function
• The performance of the adaptive optimal estimator under the extended balanced loss function
• Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function
• Admissibility of linear estimators of regression coefficients in singular linear models under balanced loss functions

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