Search Results - subject:"Balanced loss function"

Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss–Markoff model under a balanced loss function

Cao, Mingxiang - In: Journal of Multivariate Analysis 124 (2014) C, pp. 25-30

general Gauss–Markoff model with random effects. The generalized balanced loss function is given, and under it the …

Persistent link: https://www.econbiz.de/10010737758

Optimal and minimax prediction in multivariate normal populations under a balanced loss function

Hu, Guikai; Li, Qingguo; Yu, Shenghua - In: Journal of Multivariate Analysis 128 (2014) C, pp. 154-164

Under a balanced loss function, we investigate the optimal and minimax prediction of finite population regression …

Persistent link: https://www.econbiz.de/10010776639

Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function

He, Daojiang; Wu, Jie - In: Journal of Multivariate Analysis 129 (2014) C, pp. 37-43

to an inequality constraint under matrix balanced loss function is investigated. The sufficient and necessary conditions …

Persistent link: https://www.econbiz.de/10010786417

Bayes minimax estimation of the multivariate normal mean vector under balanced loss function

Zinodiny, S.; Rezaei, S.; Nadarajah, S. - In: Statistics & Probability Letters 93 (2014) C, pp. 96-101

We investigate the problem of simultaneous estimation of multivariate normal mean vector using Zellner (1994)’s balance loss function when common variance σ2 is unknown. We first find a class of minimax estimators for this problem which extends a class given by Chung et al. (1999). This...

Persistent link: https://www.econbiz.de/10011039957

Bayesian and Robust Bayesian analysis under a general class of balanced loss functions

Jozani, Mohammad Jafari; Marchand, Éric; Parsian, Ahmad - In: Statistical Papers 53 (2012) 1, pp. 51-60

Persistent link: https://www.econbiz.de/10010998658

Estimation of a normal mean relative to balanced loss functions

Farsipour, N.; Asgharzadeh, A. - In: Statistical Papers 45 (2004) 2, pp. 279-286

Persistent link: https://www.econbiz.de/10008486795

Prediction of k-records from a general class of distributions under balanced type loss functions

Ahmadi, Jafar; Jozani, Mohammad Jafari; Marchand, Éric; … - In: Metrika 70 (2009) 1, pp. 19-33

Persistent link: https://www.econbiz.de/10004999450

Estimation of the exponential mean time to failure under a weighted balanced loss function

Asgharzadeh, A.; Farsipour, N. Sanjari - In: Statistical Papers 49 (2008) 1, pp. 121-131

Persistent link: https://www.econbiz.de/10008486777

Estimation of regression coefficients subject to exact linear restrictions when some observations are missing and quadratic error balanced loss function is used

Toutenburg, H.; Shalabh - In: TEST: An Official Journal of the Spanish Society of … 14 (2005) 2, pp. 385-396

Persistent link: https://www.econbiz.de/10005613273

Least squares estimators in measurement error models under the balanced loss function

Shalabh - In: TEST: An Official Journal of the Spanish Society of … 10 (2001) 2, pp. 301-308

Persistent link: https://www.econbiz.de/10005613240