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Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function

✍ Scribed by Guikai Hu; Ping Peng


Book ID
113726782
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
244 KB
Volume
111
Category
Article
ISSN
0047-259X

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This paper deals with the problem of Stein-rule prediction in a general linear model. Our study extends the work of by assuming that the covariance matrix of the model's disturbances is unknown. Also, predictions are based on a composite target function that incorporates allowance for the simultane