On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss

DOI10.1080/03610920902947287zbMath1175.62086OpenAlexW1991314386MaRDI QIDQ3645023

Nitis Mukhopadhyay, Shelemyahu Zacks

Publication date: 16 November 2009

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

Full work available at URL: https://doi.org/10.1080/03610920902947287

zbMATH Keywords

LINEX losssequential proceduretwo-stage procedurenormal meanasymptotic risk boundbounded risk problemexact properties

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Exact distribution theory in statistics (62E15) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (9)

Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function ⋮ EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models ⋮ Exact Evaluation of Two-Stage Stein-Like Procedures – Review ⋮ Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics ⋮ Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: Illustrations with infant mortality and bone marrow data ⋮ Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function ⋮ An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions ⋮ Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data ⋮ Optimal, nearly optimal and robust procedures for the exponential distribution with relative linear exponential loss

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