On the admissibility of an estimator of a normal mean vector under a LINEX loss function
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Publication:1814442
DOI10.1007/BF02481143zbMath0747.62012OpenAlexW2016437113MaRDI QIDQ1814442
Publication date: 25 June 1992
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02481143
empirical BayesLINEX lossasymmetric losshierarchical Bayes analysisgeneralized Bayes estimatenormal mean vectorknown variancesthree-stage Bayes estimators
Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)
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Cites Work
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- On the admissibility of c[Xbar + d with respect to the linex loss function]
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
- Linear Statistical Inference and its Applications
- On Minimax Statistical Decision Procedures and their Admissibility
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