The optimal extended balanced loss function estimators

DOI10.1016/j.cam.2018.06.021zbMath1402.62152OpenAlexW2808855554WikidataQ129634930 ScholiaQ129634930MaRDI QIDQ1789689

Issam Dawoud, Selahattin Kaçıranlar

Publication date: 10 October 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2018.06.021

zbMATH Keywords

estimationlinear modelprediction mean square errorextended balanced loss functionoptimal heterogeneous estimatoroptimal homogeneous estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (7)

A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function ⋮ Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function ⋮ On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function ⋮ Unnamed Item ⋮ On shrinkage estimators improving the positive part of James-Stein estimator ⋮ Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function

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