An extended class of minimax generalized Bayes estimators of regression coefficients
Statistics Theory
2010-09-14 v1 Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.0803.1276,
title = {An extended class of minimax generalized Bayes estimators of regression coefficients},
author = {Yuzo Maruyama and William E. Strawderman},
journal= {arXiv preprint arXiv:0803.1276},
year = {2010}
}