Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146798 | Journal of Multivariate Analysis | 2009 | 12 Pages |
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 [Y. Maruyama, W.E. Strawderman, A new class of generalized Bayes minimax ridge regression estimators, Ann. Statist., 33 (2005) 1753–1770] to include non-monotone shrinkage functions.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Yuzo Maruyama, William E. Strawderman,