Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function

DOI10.1080/03610926.2012.725498zbMath1305.62239OpenAlexW2069834726MaRDI QIDQ5172792

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Publication date: 5 February 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.725498

zbMATH Keywords

Bayesian estimationBayes risklinear regression modelbalanced loss functionposterior expected losspredictive loss function

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (5)

Feasible generalized Stein-rule restricted ridge regression estimators ⋮ Risk performance of some shrinkage estimators ⋮ On the performance of the poisson and the negative binomial ridge predictors ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function ⋮ The optimal extended balanced loss function estimators

Cites Work

• Unnamed Item
• On comparing restricted least squares estimators
• The exact risks of some pre-test and stein-type regression estimators umder balanced loss
• Weighted balanced loss function and estimation of the mean time to failure

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