On an admissibility problem involving the moment generating function of the lognormal distribution

DOI10.1007/S001840200199zbMath1433.62026OpenAlexW2095168877MaRDI QIDQ745380

Leila Mohammadi

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840200199

zbMATH Keywords

Bayes estimatorLINEX loss functionmoment generating functionlognormal distributionbest invariant estimatorBernstein distance

Mathematics Subject Classification ID

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

Related Items (1)

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

Cites Work

• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• The reflected normal loss function
• On Spiring's normal loss function
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