On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function

DOI10.1080/03610929308831191zbMath0785.62007OpenAlexW2113616503MaRDI QIDQ4275850

N. Sanjari Farsipour, Ahmad Parsian

Publication date: 31 January 1994

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

Full work available at URL: https://doi.org/10.1080/03610929308831191

zbMATH Keywords

exponential familiesBayes estimatornuisance parameterinadmissibilitynormal familiesscale parameterlinear estimatorasymmetric modified LINEX loss functionbest scale- invariant estimators

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)

Related Items

ADMISSIBILITY OF BAYES ESTIMATES UNDER BLINEX LOSS FOR THE NORMAL MEAN PROBLEM ⋮ Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric ⋮ Estimation of parameters of exponential distribution in the truncated space using asymmetric loss function ⋮ Observed Data Based Estimator and Both Observed Data and Prior Information Based Estimator Under Asymmetric Losses ⋮ Point estimation under asymmetric loss functions for left-truncated exponential samples ⋮ Bayes Estimator of Inverse Gaussian Parameters Under General Entropy Loss Function Using Lindley's Approximation ⋮ Estimation of the exponential mean time to failure under a weighted balanced loss function ⋮ Sufficient Conditions for the Admissibility Under LINEX Loss Function in Regular Case ⋮ Bayes estimation based on \(k\)-record data from a general class of distributions under balanced type loss functions ⋮ Improved estimation in regression with varying penalty ⋮ Performance of Preliminary Test Estimator Under Linex Loss Function ⋮ On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss ⋮ Double Stage Shrinkage Testimator of the Scale Parameter of an Exponential Life Model Under General Entropy Loss Function ⋮ Equivariant Estimation of Parameters Based on Sequential Order Statistics from (1, 3) and (2, 3) Systems

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