Stein-type improved estimation of standard error under asymmetric LINEX loss function

DOI10.1080/02331880802190422zbMath1282.62019OpenAlexW1963885130MaRDI QIDQ5400782

Jie Zeng, Zhong Guan, Alan T. K. Wan, Guo Hua Zou

Publication date: 12 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880802190422

zbMATH Keywords

LINEX lossminimum risk equivariant estimatorstandard errorpre-test estimationStein-type improved estimator

Mathematics Subject Classification ID

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

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