The minimax estimator of stochastic regression coefficients and parameters in the class of all estimators

DOI10.1007/S10114-005-0794-ZzbMath1111.62004OpenAlexW1986630928MaRDI QIDQ884925

Song-Gui Wang, Li-Wen Xu

Publication date: 7 June 2007

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-005-0794-z

zbMATH Keywords

normal linear modelminimax estimatorquadratic loss functionstochastic regression coefficients

Mathematics Subject Classification ID

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

Cites Work

• Families of minimax estimators of the mean of a multivariate normal distribution
• Extension of the Gauss-Markov theorem to include the estimation of random effects
• A family of admissible minimax estimators of the mean of a multivariate normal distribution
• Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves
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