Linearly admissible estimators of stochastic regression coefficient under balanced loss function

DOI10.1080/02331888.2013.766794zbMath1367.62210OpenAlexW2031736345MaRDI QIDQ5169771

Xingzhong Xu, Ming Xiang Cao, Dao-Jiang He

Publication date: 11 July 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2013.766794

zbMATH Keywords

linear estimatorsadmissibilitybalanced loss functionstochastic regression coefficient

Mathematics Subject Classification ID

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

Related Items (3)

Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function ⋮ 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

• Inadmissibility of the Stein-rule estimator under the balanced loss function
• On estimation with balanced loss functions
• \(\Phi\) 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
• The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
• Simultaneous estimation of the multivariate normal mean under balanced loss function
• Weighted balanced loss function and estimation of the mean time to failure

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