NDLI: Simultaneous equivariant estimation of the parameters of linear models

Content Provider	Springer Nature Link
Author	Durairajan, T. M. Bai, S. Kalpana
Copyright Year	1998
Abstract	Consider a family of distributions which is invariant under a group of transformations. In this paper, we define an optimality criterion with respect to an arbitrary convex loss function and we prove a characterization theorem for an equivariant estimator to be optimal. Then we consider a linear model Y=Xβ+ε, in which ε has a multivariate distribution with mean vector zero and has a density belonging to a scale family with scale parameter σ. Also we assume that the underlying family of distributions is invariant with respect to a certain group of transformations. First, we find the class of all equivariant estimators of regression parameters and the powers of σ. By using the characterization theorem we discuss the simultaneous equivariant estimation of the parameters of the linear model.
Ending Page	134
Page Count	10
Starting Page	125
File Format	PDF
ISSN	09325026
e-ISSN	16139798
Journal	Statistical Papers
Issue Number	2
Volume Number	39
Language	English
Publisher	Springer-Verlag
Publisher Date	1998-01-01
Publisher Place	Berlin, Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Linear regression Statistics for Business/Economics/Mathematical Finance/Insurance Operations Research/Decision Theory Convex loss function regression parameters Probability Theory and Stochastic Processes Economic Theory linear model equivariant estimators characterization
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Characterization of an optimal matrix estimator under convex loss function

Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models

Replicated measurement error model under exact linear restrictions

Improved estimators for the selected location parameters

Percentile estimators in location-scale parameter families under absolute loss

Generalized minimum distance estimators of a linear model with correlated errors

Performance of Kibria’s methods in partial linear ridge regression model

Difference-based ridge estimator of parameters in partial linear model

Stein estimation—A review

Simultaneous equivariant estimation of the parameters of linear models

Similar Documents

Characterization of an optimal matrix estimator under convex loss function

Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models

Replicated measurement error model under exact linear restrictions

Improved estimators for the selected location parameters

Percentile estimators in location-scale parameter families under absolute loss

Generalized minimum distance estimators of a linear model with correlated errors

Performance of Kibria’s methods in partial linear ridge regression model

Difference-based ridge estimator of parameters in partial linear model

Stein estimation—A review

Simultaneous equivariant estimation of the parameters of linear models