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

DOI10.1016/J.JSPI.2010.05.004zbMath1207.62122OpenAlexW2090525007MaRDI QIDQ989262

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

zbMATH Keywords

linear estimatorsadmissibilitybalanced loss function

Mathematics Subject Classification ID

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

Related Items (14)

Admissibility of simultaneous prediction for actual and average values in finite population ⋮ Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function ⋮ Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss ⋮ Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function ⋮ Bayes minimax estimation of the multivariate normal mean vector under balanced loss function ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function ⋮ \(\Phi\) admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function ⋮ Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function ⋮ Optimal and minimax prediction in multivariate normal populations under a balanced loss function ⋮ Minimax estimator of regression coefficient in normal distribution under balanced loss function ⋮ The admissible minimax estimator in Gauss–Markov model under a balanced loss function ⋮ All admissible linear estimators of a regression coefficient under a balanced loss function ⋮ Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function ⋮ Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics

Cites Work

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• The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
• Weighted balanced loss function and estimation of the mean time to failure
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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