On the minimaxity of pitman type estimator under a linex loss function

DOI10.1080/03610929308831008zbMATH Open0777.62011OpenAlexW2102012706MaRDI QIDQ3137531FDOQ3137531

Authors: Ahmad Parsian, N. Sanjari Farsipour, N. Nematollahi 

Publication date: 9 November 1993

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

Full work available at URL: https://doi.org/10.1080/03610929308831008

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zbMATH Keywords

minimax estimatorgeneralized Bayes estimatorminimaxityprinciple of invariancePitman estimatorasymmetric LINEX loss functionexplicit form of best location-invariant estimatorPitman-type estimator

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Statistical decision theory and Bayesian analysis. 2nd ed
• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
• Title not available (Why is that?)
• THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM
• The Admissibility of Pitman's Estimator of a Single Location Parameter
• A note on finite population prediction under asymetric loss functions
• On the admissibility of an estimator of a normal mean vector under a LINEX loss function
• On the admissibility of c[Xbar] + d with respect to the linex loss function
• ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
• Inadmissibility of Various "Good" Statistical Procedures Which are Translation Invariant

Cited In (16)

• Improved estimation in regression with varying penalty
• Minimaxity of Pitman estimators
• Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
• On The Admissibility of Pitman Type Estimator Under Linex Loss Function
• Observed Data Based Estimator and Both Observed Data and Prior Information Based Estimator Under Asymmetric Losses
• Estimation for inverse Gaussian distribution under first-failure progressive hybird censored samples
• On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
• Bayesian estimation of parameters of inverse Weibull distribution
• Estimation of parameters of exponential distribution in the truncated space using asymmetric loss function
• Title not available (Why is that?)
• Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Pitman estimator of the Cauchy location parameter
• Estimation of parameters and reliability characteristics for a generalized Rayleigh distribution under progressive type-II censored sample
• Bayes estimators of the reliability function and parameter of inverted exponential distribution using informative and non-informative priors

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