Estimation of the location parameter under LINEX loss function: Multivariate case

DOI10.1007/s00184-009-0240-9zbMath1189.62093OpenAlexW1970844209MaRDI QIDQ976957

J. Martínez

Publication date: 16 June 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0240-9

zbMATH Keywords

empirical BayesLINEX loss functionmoment generating functionrestricted model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items

Shrinkage estimator of regression model under asymmetric loss ⋮ Preliminary test and Bayes Estimation of a Location Parameter Under Blinex Loss ⋮ Estimation of order-restricted means of two normal populations under the LINEX loss function ⋮ Improving the estimators of the parameters of a probit regression model: a ridge regression approach ⋮ Improved ridge regression estimators for the logistic regression model ⋮ A paradoxical argument about domination ⋮ On Liu-type biased estimators in measurement error models ⋮ On some ridge regression estimators: a nonparametric approach

Cites Work

• Unnamed Item
• Multivariate empirical Bayes and estimation of covariance matrices
• Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Empirical Bayes on vector observations: An extension of Stein's method

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