Asymptotic Optimal Estimation of Poisson Mean Under LINEX Loss Function

DOI10.1080/03610926.2010.510252zbMath1239.62094OpenAlexW2169262654MaRDI QIDQ2892632

Leng-Cheng Hwang, Cheng-Hung Lee

Publication date: 19 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.510252

zbMATH Keywords

Poisson distributionLINEX loss functionasymptotically pointwise optimalBayes sequential estimation

Mathematics Subject Classification ID

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

Cites Work

• Statistical decision theory. Foundations, concepts, and methods
• BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
• ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule
• Sequential point estimation of normal mean under LINEX loss function.

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