Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function

DOI10.1007/BF02927111zbMath0912.62035MaRDI QIDQ1280037

Kazuhiro Ohtani

Publication date: 9 May 1999

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

tablesLINEX losspre-testrisk performanceStein-variance estimator

Mathematics Subject Classification ID

Point estimation (62F10) Statistical decision theory (62C99)

Related Items (2)

New biased estimators under the LINEX loss function ⋮ On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss

Cites Work

• Risk behavior of a pre-test estimator for normal variance with the Stein- type estimator
• Generalized ridge regression estimators under the LINEX loss function
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
• A some times pool estimator of mean life under linex loss function¹
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