Asymptotic Optimal Estimation of Poisson Mean Under LINEX Loss Function

DOI10.1080/03610926.2010.510252MaRDI QIDQ2892632zbMATH OpenOpenAlexFDO

Authors Cheng-Hung Lee, Leng-Cheng Hwang

Publication date 19 June 2012

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2010.510252

zbMATH Keywords

asymptotically pointwise optimalBayes sequential estimationLINEX loss functionPoisson distribution

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)

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• ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
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Cites work

• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
• ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
• Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule
• Sequential point estimation of normal mean under LINEX loss function.
• Statistical decision theory. Foundations, concepts, and methods

Cited in

(5)

• Estimating linear functionals of a sparse family of Poisson means
• BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
• Bayes sequential estimation for a Poisson process under a LINEX loss function
• ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
• A study on Bayes and empirical Bayes estimates of Poisson means under asymmetric loss functions

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