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

DOI10.1080/03610929308831008zbMath0777.62011OpenAlexW2102012706MaRDI QIDQ3137531

N. Sanjari Farsipour, Ahmad Parsian, Nader 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

zbMATH Keywords

minimaxityprinciple of invariancegeneralized Bayes estimatorminimax estimatorPitman estimatorasymmetric LINEX loss functionexplicit form of best location-invariant estimatorPitman-type estimator

Mathematics Subject Classification ID

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

Related Items (11)

The Pitman estimator of the Cauchy location parameter ⋮ Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric ⋮ Estimation of parameters and reliability characteristics for a generalized Rayleigh distribution under progressive type-II censored sample ⋮ Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss ⋮ Estimation of parameters of exponential distribution in the truncated space using asymmetric loss function ⋮ Observed Data Based Estimator and Both Observed Data and Prior Information Based Estimator Under Asymmetric Losses ⋮ Bayesian estimation of parameters of inverse Weibull distribution ⋮ Bayes estimators of the reliability function and parameter of inverted exponential distribution using informative and non-informative priors ⋮ Improved estimation in regression with varying penalty ⋮ On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss ⋮ Estimation for inverse Gaussian distribution under first-failure progressive hybird censored samples

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• On the admissibility of an estimator of a normal mean vector under a LINEX loss function
• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
• The Admissibility of Pitman's Estimator of a Single Location Parameter
• ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
• A note on finite population prediction under asymetric loss functions
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• On the admissibility of c[Xbar + d with respect to the linex loss function]
• Inadmissibility of Various "Good" Statistical Procedures Which are Translation Invariant
• THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM

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