Estimation of a normal mean relative to balanced loss functions

DOI10.1007/BF02777228zbMath1050.62033MaRDI QIDQ1880291

N. Sanjari Farsipour, A. Asgharzadeh

Publication date: 22 September 2004

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

inadmissibilitybalanced loss functionweighted balanced loss function

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)

Related Items (19)

A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function ⋮ Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function ⋮ Admissibility of estimated regression coefficients under generalized balanced loss ⋮ Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function ⋮ Φ admissibility of linear estimators of common mean parameter in general multivariate linear models under a balanced loss function ⋮ The balanced credibility estimators with correlation risk and inflation factor ⋮ Multidimensional balanced credibility model with time effect and two level random common effects ⋮ Credibility estimators with dependence structure over risks and time under balanced loss function ⋮ Some results on quadratic credibility premium using the balanced loss function ⋮ A note on linearly constrained Bayes estimator in elliptical models ⋮ On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function ⋮ Posterior analysis of the compound Rayleigh distribution under balanced loss functions for censored data ⋮ Estimation of the exponential mean time to failure under a weighted balanced loss function ⋮ On estimation with weighted balanced-type loss function ⋮ A generalization of the credibility theory obtained by using the weighted balanced loss function ⋮ Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics ⋮ On shrinkage estimators improving the positive part of James-Stein estimator ⋮ Stein-rule estimation under an extended balanced loss function ⋮ An Appreciation of Balanced Loss Functions Via Regret Loss

Cites Work

• On estimation with balanced loss functions
• Simultaneous estimation of the multivariate normal mean under balanced loss function
• Admissibility for Estimation with Quadratic Loss
• On the Admissibility of Linear Estimates for Estimating the Mean of Distributions of the One Parameter Exponential Family^*
• On Minimax Statistical Decision Procedures and their Admissibility
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