An extended class of minimax generalized Bayes estimators of regression coefficients
نویسندگان
چکیده
We derive minimax generalized Bayes estimators of regression coefficients in the general linear model with spherically symmetric errors under invariant quadratic loss for the case of unknown scale. The class of estimators generalizes the class considered in Maruyama and Strawderman (2005) to include non-monotone shrinkage functions. AMS subject classification: Primary 62C20, secondary 62J07
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ورودعنوان ژورنال:
- J. Multivariate Analysis
دوره 100 شماره
صفحات -
تاریخ انتشار 2009