Ukrainian Mathematical Journal

, Volume 67, Issue 1, pp 146–153 | Cite as

Admissibility of Estimated Regression Coefficients Under Generalized Balanced Loss

  • H.-B. Qiu
  • J. Luo
  • J. Zhang
Article
  • 32 Downloads

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 generalized linear model. For the proposed loss function, we study sufficient and necessary conditions for the admissibility of the estimated regression coefficients in two interesting linear estimation classes.

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Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  • H.-B. Qiu
    • 1
  • J. Luo
    • 2
  • J. Zhang
    • 3
  1. 1.Guangdong University of TechnologyGuangzhouChina
  2. 2.Zhejiang University of Finance and EconomicsHangzhouChina
  3. 3.University of South CarolinaColumbiaUSA

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