On estimation with balanced loss functions
From MaRDI portal
Publication:1807827
DOI10.1016/S0167-7152(99)00047-4zbMath0951.62019MaRDI QIDQ1807827
William E. Strawderman, Malay Ghosh, Dey, Dipak K.
Publication date: 3 January 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Related Items (31)
The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function ⋮ Estimation of a normal mean relative to balanced loss functions ⋮ Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function ⋮ Expressing Regret: A Unified View of Credible Intervals ⋮ Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function ⋮ Admissibility of estimated regression coefficients under generalized balanced loss ⋮ 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 ⋮ Multidimensional balanced credibility model with time effect and two level random common effects ⋮ Credibility estimators with dependence structure over risks and time under balanced loss function ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function ⋮ Some results on quadratic credibility premium using the balanced loss function ⋮ A note on linearly constrained Bayes estimator in elliptical models ⋮ Bayesian and robust Bayesian analysis under a general class of balanced loss functions ⋮ \(\Phi\) admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function ⋮ Posterior analysis of the compound Rayleigh distribution under balanced loss functions for censored data ⋮ On shrinkage estimation of a spherically symmetric distribution for balanced loss functions ⋮ Estimation of the exponential mean time to failure under a weighted balanced loss function ⋮ Ridge regression methodology in partial linear models with correlated errors ⋮ Linearly admissible estimators of stochastic regression coefficient under balanced loss function ⋮ Admissibility in general linear model with respect to an inequality constraint under balanced loss ⋮ On estimation with weighted balanced-type loss function ⋮ Admissibility results under some balanced loss functions for a functional regression model ⋮ A generalization of the credibility theory obtained by using the weighted balanced loss function ⋮ On shrinkage estimation for balanced loss functions ⋮ Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics ⋮ Bayes estimation based on \(k\)-record data from a general class of distributions under balanced type loss functions ⋮ An Appreciation of Balanced Loss Functions Via Regret Loss ⋮ Generalized moment based estimation and inference ⋮ A note on Stein-type shrinkage estimator in partial linear models
Cites Work
- Unnamed Item
- Estimation of the mean of a multivariate normal distribution
- Generalizations of James-Stein estimators under spherical symmetry
- Shrinkage estimators under spherical symmetry for the general linear model
- Stein estimation: The spherically symmetric case
- On the construction of Bayes minimax estimators
- Minimax estimation of location parameters for certain spherically symmetric distributions
- Sur les estimateurs de Bayes minimax: une méthode constructive
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
This page was built for publication: On estimation with balanced loss functions
