On estimation with weighted balanced-type loss function

DOI10.1016/J.SPL.2005.10.026zbMATH Open1090.62007OpenAlexW1971682728MaRDI QIDQ2493797FDOQ2493797

Authors: Mohammad Jafari Jozani, Éric Marchand, Ahmad Parsian 

Publication date: 16 June 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.10.026

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zbMATH Keywords

Bayes estimatorbalanced loss functionminimax estimationconstrained parameter space

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Parametric inference under constraints (62F30) Admissibility in statistical decision theory (62C15)

Cites Work

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Cited In (47)

• Linearly admissible estimators of stochastic regression coefficient under balanced loss function
• Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
• Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function
• Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function
• Preliminary test and Stein estimations in simultaneous linear equations
• Linearly admissible estimators on linear functions of regression coefficient under balanced loss function
• Minimax estimator of regression coefficient in normal distribution under balanced loss function
• Estimation of the mean time to failure relative to a class of loss functions
• Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal
• All admissible linear estimators of a regression coefficient under a balanced loss function
• Multivariate estimation of Poisson parameters
• Admissibility in general linear model with respect to an inequality constraint under balanced loss
• Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function
• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• \(\Phi\) admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function
• Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss
• An Appreciation of Balanced Loss Functions Via Regret Loss
• 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
• Admissibility of estimated regression coefficients under generalized balanced loss
• On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions
• The optimal extended balanced loss function estimators
• Pareto analysis for the lifetime performance index of products on the basis of progressively first-failure-censored batches under balanced symmetric and asymmetric loss functions
• Bayesian estimation for the exponentiated Weibull model via Markov chain Monte Carlo simulation
• New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss
• Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
• Weighted Loss Functions for Set Estimation and Testing Hypotheses
• A note on Pitman's measure of closeness with balanced loss function
• On shrinkage estimation for balanced loss functions
• Generalized Liu Type Estimators Under Zellner's Balanced Loss Function
• A new approach to the credibility formula
• E-Bayesian estimations for the cumulative hazard rate and mean residual life based on exponential distribution and record data
• Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility
• On estimation with balanced loss functions
• Estimation of a normal mean relative to balanced loss functions
• Prediction of \(k\)-records from a general class of distributions under balanced type loss functions
• Bayes estimation based on \(k\)-record data from a general class of distributions under balanced type loss functions
• Multidimensional balanced credibility model with time effect and two level random common effects
• A note on linearly constrained Bayes estimator in elliptical models
• Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function
• Admissibility results under some balanced loss functions for a functional regression model
• Some results on quadratic credibility premium using the balanced loss function
• The weight of competence under a realistic loss function
• Estimation for the Multiple Regression Setup Using Balanced Loss Function
• Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss
• On shrinkage estimation of a spherically symmetric distribution for balanced loss functions
• Generalized Bayes sure for multivariate normal distribution under balanced-quadratic loss

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