On characterization of second-order asymptotic optimality under asymmetric loss functions: loss coefficient vector and admissibility

DOI10.1080/03610920802376348MaRDI QIDQ3585243zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asymmetric loss functionsloss coefficient vectorsecond-order admissibility

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Asymptotic properties of parametric estimators (62F12)

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Cites work

• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Higher order asymptotics.
• Local asymptotic minimax risk bounds for asymmetric loss functions
• SECOND ORDER ASYMPTOTIC COMPARISON OF ESTIMATORS UNDER UNIVERSAL DOMINATION CRITERION
• Statistical decision theory. Foundations, concepts, and methods

Cited in

(1)

• SECOND ORDER ASYMPTOTIC COMPARISON OF ESTIMATORS UNDER UNIVERSAL DOMINATION CRITERION

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