Linex unbiasedness in a prediction problem

DOI10.1023/A:1017577310595MaRDI QIDQ5936209zbMATH OpenOpenAlexFDO

Authors Yushan Xiao

Publication date 4 February 2002

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

Full work available at URL https://doi.org/10.1023/a:1017577310595

zbMATH Keywords

adequate statisticsequivariant predictorLINEX loss functionlocation familypredictionRao-Blackwell theoremrisk unbiasedness

Mathematics Subject Classification ID

Bayesian inference (62F15) Parametric inference (62F99)

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Cited in

(7)

• Median unbiasedness in an invariant prediction problem
• On the equivariance criterion in statistical prediction
• scientific article; zbMATH DE number 14424 (Why is no real title available?)
• Bayes sequential estimation for one-parameter exponential family under asymmetric LINEX loss function
• Optimal prediction in loglinear models
• Minimax confidence bound of the normal mean under an asymmetric loss function
• The concept of risk unbiasedness in statistical prediction

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