日本統計学会誌
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
A CLASS OF MINIMAX ESTIMATORS IN A REGRESSIN MODEL WITH ARBITRARY QUADRATIC LOSS
Takeaki Kariya
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1977 年 7 巻 2 号 p. 67-73

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This paper extends the results of Berger [3] by Efron and Morris [5] approach and specifies a class of minimax estimators for β in a linear regression model y=Xβ+u with loss (_??_-β)'Q(_??_-β)/σ2 where Q is arbitrarily fixed. A sufficient condition for a minimax estimator in the class to be minimax under a different quadratic loss is also given.
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