Comparison of risks of estimators under the LINEX loss for a family of truncated distributions

DOI10.1080/02331888.2011.605889zbMath1327.62110OpenAlexW2057433659MaRDI QIDQ5299501

Nao Ohyauchi

Publication date: 25 June 2013

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2011.605889

zbMATH Keywords

LINEX lossBayes riskposterior risktruncated distributionPitman estimatormaximum likelihood estimator (MLE)(generalized) Bayes estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bayesian inference (62F15)

Related Items (1)

Shrinkage estimator of regression model under asymmetric loss

Cites Work

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• On an admissibility problem involving the moment generating function of the lognormal distribution
• Lower bounds for the variance in certain nonregular distributions
• Information inequalities for the Bayes risk for a family of non-regular distributions
• Unbiased Estimation: Functions of Location and Scale Parameters
• The Asymptotic Bound by the Kiefer-Type Information Inequality and Its Attainment
• An Overview of Asymptotic Properties of Estimators in Truncated Distributions

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