On shrinkage estimation for balanced loss functions

DOI10.1016/j.jmva.2019.104558zbMath1454.62088arXiv1904.03171OpenAlexW2979974221WikidataQ127086609 ScholiaQ127086609MaRDI QIDQ2293387

Éric Marchand, William E. Strawderman

Publication date: 5 February 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.03171

zbMATH Keywords

dominancescale mixture of normalsmultivariate normalconcave lossbalanced lossshrink-age estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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Generalized Bayes sure for multivariate normal distribution under balanced-quadratic loss ⋮ Bayesian shrinkage estimator of Burr XII distribution ⋮ On shrinkage estimation of a spherically symmetric distribution for balanced loss functions ⋮ On the non-stochastic ordering of some quadratic forms ⋮ Multivariate estimation of Poisson parameters ⋮ Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility ⋮ Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss

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