Admissibility of Estimated Regression Coefficients Under Generalized Balanced Loss

• Datum: 2015
• Hauptverfasser: Luo, J., Qiu, H.-B., Zhang, Jiajia, Луо, І., Кіу, Г.-Б., Чжан, Їайія
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2015
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/1967
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...