Admissibility of Estimated Regression Coefficients Under Generalized Balanced Loss

• Published in: Український математичний журнал
• Date: 2015
• Main Authors: Hong-Bing Qiu, Ji Luo, Jiajia Zhang
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2015
• Subjects: Статті
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/165434
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Admissibility of Estimated Regression Coefficients Under Generalized Balanced Loss / Hong-Bing Qiu, Ji Luo, Jiajia Zhang // Український математичний журнал. — 2015. — Т. 67, № 1. — С. 128–134. — Бібліогр.: 16 назв. — англ.

There are some discussions concerning the admissibility of estimated regression coefficients under the balanced loss function in the general linear model. We study this issue for the generalized linear regression model. First, we propose a generalized weighted balance loss function for the generaliz...