Second order optimal approximation in a particular exponential family under asymmetric LINEX loss

DOI10.1016/j.spl.2018.01.032zbMath1392.62242OpenAlexW2792046168WikidataQ115566847 ScholiaQ115566847MaRDI QIDQ1640968

Leng-Cheng Hwang

Publication date: 14 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.01.032

zbMATH Keywords

LINEX loss functionasymptotically pointwise optimalasymptotically optimalssymptotically non-deficient

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)

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A robust two-stage procedure for the Poisson process under the linear exponential loss function ⋮ Second-order approximations of a robust sequential procedure in Bayes sequential estimation

Cites Work

• Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions
• Bayes sequential estimation for a particular exponential family of distributions under LINEX loss
• BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
• Bayes sequential estimation for a Poisson process under a LINEX loss function
• Family of transformed chi-square distributions
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Bayes and Minimax Solutions of Sequential Decision Problems
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