Optimal and minimax prediction in multivariate normal populations under a balanced loss function

DOI10.1016/J.JMVA.2014.03.014zbMath1352.62109OpenAlexW2081983677MaRDI QIDQ2451626

Guikai Hu, Qing-Guo Li, Sheng-Hua Yu

Publication date: 4 June 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.03.014

zbMATH Keywords

optimal predictorbalanced loss functionminimax predictorfinite population regression coefficient

Mathematics Subject Classification ID

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

Related Items (2)

Simultaneous prediction in the generalized linear model ⋮ All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function

Cites Work

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• Bayes Prediction for a Stratified Regression Superpopulation Model Using Balanced Loss Function
• ON THE SIMPLE PROJECTION PREDICTOR IN FINITE POPULATIONS
• Bayes Prediction for a Heteroscedastic Regression Superpopulation Model Using Balanced Loss Function

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