Equivariant Estimation of the Percentiles Under a Linex Loss Function

DOI10.1177/0008068319980302MaRDI QIDQ4259010zbMATH OpenOpenAlexFDO

Authors N. Sanjari Farsipour

Publication date 31 October 1999

Published in Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0008068319980302

zbMATH Keywords

equivariant estimatorLinex lossminimaxitypercentiles

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Minimax procedures in statistical decision theory (62C20) Point estimation (62F10)

Recommendations

• Minimum Risk Equivariant Estimators of Percentiles in Location­Scale Families of Distributions
• Percentile estimators in location-scale parameter families under absolute loss
• Estimation of the location parameter of normal distributions under the Linex loss function
• Minimum risk equivariant estimation of the scale-parameter in a subclass of the exponential family
• Estimation of an exponential quantile under a general loss and an alternative estimator under quadratic loss

Cited in

(3)

• Minimum Risk Equivariant Estimators of Percentiles in LocationScale Families of Distributions
• Estimating quantiles with Linex loss function. Applications to VaR estimation
• Percentile estimators in location-scale parameter families under absolute loss

This page was built for publication: Equivariant Estimation of the Percentiles Under a Linex Loss Function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4259010)