Admissibility in general linear model with respect to an inequality constraint under balanced loss

DOI10.1186/1029-242X-2014-70zbMath1308.62013OpenAlexW2152860144WikidataQ59324269 ScholiaQ59324269MaRDI QIDQ2258751

Wenhao Gui, Shang-Li Zhang

Publication date: 26 February 2015

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1029-242x-2014-70

zbMATH Keywords

inequality constraintadmissibilitygeneral Gauss-Markov modelbalanced risk functionhomogeneous/inhomogeneous linear estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items (3)

Admissibility of simultaneous prediction for actual and average values in finite population ⋮ Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function

Cites Work

• Characterization of admissible linear estimators in the growth curve model with respect to inequality constraints
• Admissibility of linear estimators in a growth curve model subject to an incomplete ellipsoidal restriction
• Admissibility in linear estimation
• Estimation of parameters in a linear model
• Inadmissibility of the Stein-rule estimator under the balanced loss function
• On estimation with balanced loss functions
• Least squares estimators in measurement error models under the balanced loss function.
• \(\Phi\) admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function
• On estimation with weighted balanced-type loss function
• Characterization of Admissible Linear Estimators in Multivariate Linear Model with Respect to Inequality Constraints under Matrix Loss Function
• The exact risks of some pre-test and stein-type regression estimators umder balanced loss
• The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
• Admissible linear estimation in singular linear models with respect to a restricted parameter set
• Admissibility of inhomogeneous linear estimaiors in linear models with respect to incomplete ellipsoidal restrictions
• Weighted balanced loss function and estimation of the mean time to failure
• Generalized Liu Type Estimators Under Zellner's Balanced Loss Function

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