Risk invariant linear estimation

DOI10.1080/03461238.1988.10413846zbMath0685.62087OpenAlexW2024407159MaRDI QIDQ4203676

Walther Neuhaus

Publication date: 1988

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1988.10413846

zbMATH Keywords

modelssingularmodelempiricalBühlmann-Straub modelminimax linear estimationcredibility modelslinear Bayes estimatorslinear Bayes estimationlinear manifold parameter spacesrandom regression coefficientRisk invariant linear estimatorsunidentifiable variance components

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

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• Nonnegative minimum biased invariant estimation in variance component models
• Statistische Methoden der Modellbildung, III
• Choice of statistics in linear Bayes estimation
• The credibility approach to experience rating

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