Minimax confidence bound of the normal mean under an asymmetric loss function

DOI10.1007/BF02506886zbMath1083.62006OpenAlexW1993260551MaRDI QIDQ816599

Yoshikazu Takada, Yushan Xiao, Ning-Zhong Shi

Publication date: 9 March 2006

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

Full work available at URL: https://doi.org/10.1007/bf02506886

zbMATH Keywords

LINEX loss functionminimaxityBayes risk

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (3)

A Stepwise Confidence Interval Procedure Under Unknown Variances Based on an Asymmetric Loss Function for Toxicological Evaluation ⋮ A STEPWISE CONFIDENCE INTERVAL PROCEDURE BASED ON AN ASYMMETRIC LOSS FUNCTION WITH APPLICATIONS TO TOXICOLOGICAL EVALUATION ⋮ Shrinkage estimation in exponential type-II censored data under LINEX loss

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• Admissible confidence interval and point estimation for translation or scale parameters
• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Admissibility of Confidence Intervals
• Linex unbiasedness in a prediction problem

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