On characterization of second-order asymptotic optimality under asymmetric loss functions: loss coefficient vector and admissibility
DOI10.1080/03610920802376348zbMATH Open1318.62022OpenAlexW2008541359MaRDI QIDQ3585243FDOQ3585243
Authors: Yoshiji Takagi 
Publication date: 19 August 2010
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802376348
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Cites Work
- Defining the curvature of a statistical problem (with applications to second order efficiency)
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- Statistical decision theory. Foundations, concepts, and methods
- A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
- Higher order asymptotics.
- SECOND ORDER ASYMPTOTIC COMPARISON OF ESTIMATORS UNDER UNIVERSAL DOMINATION CRITERION
- Local asymptotic minimax risk bounds for asymmetric loss functions
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