On the admissibility of an estimator of a normal mean vector under a LINEX loss function

DOI10.1007/BF02481143zbMath0747.62012OpenAlexW2016437113MaRDI QIDQ1814442

Ahmad Parsian

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1007/bf02481143

zbMATH Keywords

empirical BayesLINEX lossasymmetric losshierarchical Bayes analysisgeneralized Bayes estimatenormal mean vectorknown variancesthree-stage Bayes estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

Related Items (22)

On a Bayesian aspect for soft wavelet shrinkage estimation under an asymmetric Linex loss ⋮ Simultaneous estimation of the multivariate normal mean under balanced loss function ⋮ Testimator of the scale parameter of the exponential distribution using linex loss function ⋮ Generalized ridge regression estimators under the LINEX loss function ⋮ Regression models using the LINEX loss to predict lower bounds for the number of points for approximating planar contour shapes ⋮ 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 ⋮ Estimation of three-parameter exponentiated-Weibull distribution under type-II censoring ⋮ Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss ⋮ Exact inference for the parameters of absolutely continuous trivariate exponential location–scale model ⋮ Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function ⋮ Minimax invariant estimator of continuous distribution function under LINEX loss ⋮ Stein-type improved estimation of standard error under asymmetric LINEX loss function ⋮ Estimation of the exponential mean time to failure under a weighted balanced loss function ⋮ Estimation of parameters for exponentiated-Weibull family under type-II censoring scheme ⋮ Idea of constructing an image of Bayes action ⋮ On estimation of the exponentiated Pareto distribution under different sample schemes ⋮ A CLASS OF LORENZ CURVES BASED ON LINEAR EXPONENTIAL LOSS FUNCTIONS ⋮ Minimax and \(\Gamma\)-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted ⋮ On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss ⋮ Estimation of the binomial parameter_nusing a linex loss function ⋮ On the minimaxity of pitman type estimator under a linex loss function

Cites Work

• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• On the admissibility of c[Xbar + d with respect to the linex loss function]
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Linear Statistical Inference and its Applications
• On Minimax Statistical Decision Procedures and their Admissibility
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