Stein-type improved estimation of standard error under asymmetric LINEX loss function
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Publication:5400782
DOI10.1080/02331880802190422zbMath1282.62019OpenAlexW1963885130MaRDI QIDQ5400782
Jie Zeng, Zhong Guan, Alan T. K. Wan, Guo Hua Zou
Publication date: 12 March 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880802190422
LINEX lossminimum risk equivariant estimatorstandard errorpre-test estimationStein-type improved estimator
Related Items (5)
Improved estimators for functions of scale parameters in mixture models ⋮ A note on the properties of Stein-rule and inequality restricted estimators when the regression model is over-fitted ⋮ Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances ⋮ Bayes sequential estimation for a Poisson process under a LINEX loss function ⋮ Optimal, nearly optimal and robust procedures for the exponential distribution with relative linear exponential loss
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