Risk invariant linear estimation

DOI10.1080/03461238.1988.10413846MaRDI QIDQ4203676zbMATH OpenOpenAlexFDO

Authors Walther Neuhaus

Publication date 1988

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1988.10413846

zbMATH Keywords

Bühlmann-Straub modelcredibility modelsempiricallinear Bayes estimationlinear Bayes estimatorslinear manifold parameter spacesminimax linear estimationmodelmodelsrandom regression coefficientRisk invariant linear estimatorssingularunidentifiable variance components

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Linear inference, regression (62J99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• Choice of statistics in linear Bayes estimation
• scientific article; zbMATH DE number 3549956 (Why is no real title available?)
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• Nonnegative minimum biased invariant estimation in variance component models
• Statistische Methoden der Modellbildung, III
• The credibility approach to experience rating

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