On the Admissibility of Linear Estimators in a Multivariate Normal Distribution Under LINEX Loss Function

DOI10.1080/03610920903075427zbMath1201.62070OpenAlexW2132237022MaRDI QIDQ3058408

Hidekazu Tanaka, Masashi Tatsukawa

Publication date: 22 November 2010

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

Full work available at URL: https://doi.org/10.1080/03610920903075427

zbMATH Keywords

LINEX loss functionadmissibilitymultivariate normal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)

Cites Work

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• The Admissibility of Pitman's Estimator of a Single Location Parameter
• Sufficient Conditions for the Admissibility Under LINEX Loss Function in Regular Case
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• On the admissibility of c[Xbar + d with respect to the linex loss function]
• Generalized Bayes Solutions in Estimation Problems
• Admissibility for Estimation with Quadratic Loss
• Estimates of Linear Combinations of the Parameters in the Mean Vector of a Multivariate Distribution

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