On risk unbiased estimation after selection

DOI10.1214/14-BJPS259MaRDI QIDQ288006zbMATH OpenFDO

Authors N. Nematollahi, Mohammad Jafari Jozani

Publication date 23 May 2016

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1453211804

zbMATH Keywords

estimation after selectionexponential family of distributionsloss functionnon-existence of unbiased estimatornon-regular distributionsrisk unbiased estimation

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Point estimation (62F10)

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Cites work

• A General Concept of Unbiasedness
• A note on the estimation op the mean op the selected gamma population
• A note on unbiased estimation following selection
• Drop-the-losers design: binomial case
• Estimating parameters of a selected Pareto population
• Estimating quantiles of a selected exponential population.
• Estimation of the parameter of the selected uniform population under the entropy loss function
• Estimation of the scale parameter of the selected gamma population under the entropy loss function
• scientific article; zbMATH DE number 4113733 (Why is no real title available?)
• scientific article; zbMATH DE number 846033 (Why is no real title available?)
• Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions
• Minimax estimation of constrained parametric functions for discrete families of distributions
• ON ESTIMATION FOLLOWING SELECTION FROM NONREGULAR DISTRIBUTIONS
• On umvu estimation following selection
• Reliability estimation of the selected exponential populations
• Sharp Simultaneous Confidence Intervals for the Means of Selected Populations with Application to Microarray Data Analysis
• Unbiased estimation of the parameter of a selected binomial population

Cited in

(16)

• A note on conditionally unbiased estimation after selection
• On estimating the location parameter of the selected exponential population under the LINEX loss function
• Admissible and minimax estimation of the parameter of the selected Pareto population under squared log error loss function
• Estimation of the parameters of a selected multivariate population
• Estimation based on an appropriate choice of loss function
• Unbiased estimation following selection for bernoulli populations
• Estimating the parameter of selected uniform population under the squared log error loss function
• Estimating the Parameter of a Selected Population
• Estimation of the location parameter and the average worth of the selected subset of two parameter exponential populations under LINEX loss function
• Estimating parameter of the selected uniform population under the generalized Stein loss function
• A note on unbiased estimation following selection
• Quantifying and Correcting the Bias in Estimated Risk Measures
• Estimation after selection from bivariate normal population with application to poultry feeds data
• Estimation of the mean of the selected population under asymmetric loss function
• Estimating a parametric function involving several exponential populations
• Estimation of the scale parameter of a selected gamma population with unequal shape parameters under stein loss function

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