Preliminary test and Bayes Estimation of a Location Parameter Under Blinex Loss

DOI10.1080/03610926.2012.707737zbMath1302.62059OpenAlexW1983583841MaRDI QIDQ2931561

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Publication date: 26 November 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.707737

zbMATH Keywords

LINEX loss functionpreliminary test estimatorBLINEX loss functionfeasible Bayes estimatorfeasible Bayes preliminary test estimator

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

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Preliminary test estimation in system regression models in view of asymmetry

Cites Work

• Idea of constructing an image of Bayes action
• Estimation of the location parameter under LINEX loss function: Multivariate case
• Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
• On robust Bayesian estimation under some asymmetric and bounded loss function
• Performance of some new preliminary test ridge regression estimators and their properties
• The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
• BLINEX: A BOUNDED ASYMMETRIC LOSS FUNCTION WITH APPLICATION TO BAYESIAN ESTIMATION
• A Unified Approach to Prior and Loss Robustness
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
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