Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model

DOI10.1016/S0378-3758(00)00168-3zbMath0965.62008MaRDI QIDQ5931395

Qi-Guang Wu, Kazuo Noda, Kunio Shimizu

Publication date: 31 July 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

estimable matrix functionJames-Stein-type matrix estimatorsmatrix loss functionsparameter matrixsemiorderunknown covariance matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)

Related Items (5)

Admissibility of linear estimators with respect to inequality constraints under matrix loss function ⋮ Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model ⋮ Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function ⋮ Admissibilities of matrix linear estimators multivariate linear models ⋮ Characterization of Admissible Linear Estimators in Multivariate Linear Model with Respect to Inequality Constraints under Matrix Loss Function

Cites Work

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• All admissible linear estimates of the mean matrix
• Estimation of parameters in a linear model
• Inadmissibility and admissibility results for unbiased loss estimators based on Gauss-Markov estimators
• Minimax estimators in the normal MANOVA model
• Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix
• Admissibility: Survey of a Concept in Progress

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