Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function

DOI10.1016/j.jmva.2012.04.004zbMath1259.62041OpenAlexW2022817779MaRDI QIDQ444985

Ping Peng, Guikai Hu

Publication date: 24 August 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.04.004

zbMATH Keywords

balanced loss functiongeneral multivariate linear modellinear minimax estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

Related Items (2)

Bayes minimax estimation of the multivariate normal mean vector under balanced loss function ⋮ The admissible minimax estimator in Gauss–Markov model under a balanced loss function

Cites Work

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