Linex unbiasedness in a prediction problem

DOI10.1023/A:1017577310595zbMath0978.62026OpenAlexW1968600268MaRDI QIDQ5936209

Yushan Xiao

Publication date: 4 February 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017577310595

zbMATH Keywords

predictionLINEX loss functionadequate statisticsequivariant predictorlocation familyRao-Blackwell theoremrisk unbiasedness

Mathematics Subject Classification ID

Bayesian inference (62F15) Parametric inference (62F99)

Related Items (4)

Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function ⋮ The concept of risk unbiasedness in statistical prediction ⋮ On the equivariance criterion in statistical prediction ⋮ Minimax confidence bound of the normal mean under an asymmetric loss function

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