Performance of Preliminary Test Estimator Under Linex Loss Function

DOI10.1080/03610920802192471zbMath1292.62055OpenAlexW2036026336MaRDI QIDQ5495193

Shahjahan Khan, Zahirul Hoque, Jacek Wesołowski

Publication date: 31 July 2014

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

Full work available at URL: http://eprints.usq.edu.au/6964/2/Hoque_Khan_Wesolowiski__2009_AV.pdf

zbMATH Keywords

risk functionpreliminary test estimatorunrestricted estimatorlinex lossnon sample prior information

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (5)

Shrinkage estimator of regression model under asymmetric loss ⋮ Merging data from multiple sources: pretest and shrinkage perspectives ⋮ Accounting for uncertainty in heteroscedasticity in nonlinear regression ⋮ Estimation of the slope parameter in a linear regression model under a bounded loss function ⋮ Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness

Cites Work

• Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
• On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• On the comparison of the pre-test and shrinkage estimators for the univariate normal mean

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