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

DOI10.1016/J.JSPI.2010.05.004zbMATH Open1207.62122OpenAlexW2090525007MaRDI QIDQ989262FDOQ989262

Ping Peng, Guikai Hu

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

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• scientific article; zbMATH DE number 1567293
• All admissible linear estimators of a regression coefficient under a balanced loss function

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)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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• Estimation of parameters in a linear model
• Inadmissibility of the Stein-rule estimator under the balanced loss function
• On estimation with weighted balanced-type loss function
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• Weighted balanced loss function and estimation of the mean time to failure
• Improved prediction in the presence of multicollinearity
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• 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
• 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?)

Cited In (20)

• Linearly admissible estimators of stochastic regression coefficient 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
• Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function
• Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
• Minimax estimator of regression coefficient in normal distribution under balanced loss function
• Title not available (Why is that?)
• Optimal and minimax prediction in multivariate normal populations under a balanced loss function
• All admissible linear estimators of a regression coefficient under a balanced loss function
• Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function
• \(\Phi\) admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function
• Title not available (Why is that?)
• Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics
• The admissible minimax estimator in Gauss–Markov model under a balanced loss function
• The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
• Estimation of a normal mean relative to balanced loss functions
• General admissibility for linear estimators in a general multivariate linear model under balanced loss function
• Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function
• Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss

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