All admissible linear estimators of a regression coefficient under a balanced loss function

DOI10.1016/j.jmva.2011.04.003zbMath1216.62013OpenAlexW2086134489MaRDI QIDQ550174

Ping Peng, Guikai Hu

Publication date: 8 July 2011

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.04.003

zbMATH Keywords

space of all estimatorswith and without normality assumption

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Admissibility in statistical decision theory (62C15)

Related Items

Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression ⋮ Admissibility of simultaneous prediction for actual and average values in finite population ⋮ 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 ⋮ Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function ⋮ Optimal and minimax prediction in multivariate normal populations under a balanced loss function ⋮ The admissible minimax estimator in Gauss–Markov model under a balanced loss function ⋮ Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function ⋮ On shrinkage estimation for balanced loss functions ⋮ Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics ⋮ An Appreciation of Balanced Loss Functions Via Regret Loss

Cites Work

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