Equivariant Estimation of the Percentiles Under a Linex Loss Function

DOI10.1177/0008068319980302zbMATH Open0923.62015OpenAlexW2511682925MaRDI QIDQ4259010FDOQ4259010

Authors: N. Sanjari Farsipour 

Publication date: 31 October 1999

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319980302

Recommendations

• Minimum Risk Equivariant Estimators of Percentiles in Location­Scale Families of Distributions
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• Estimation of the location parameter of normal distributions under the Linex loss function
• Minimum risk equivariant estimation of the scale-parameter in a subclass of the exponential family
• Estimation of an exponential quantile under a general loss and an alternative estimator under quadratic loss

zbMATH Keywords

percentilesequivariant estimatorminimaxityLinex loss

Mathematics Subject Classification ID

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

Cited In (3)

• Minimum Risk Equivariant Estimators of Percentiles in LocationScale Families of Distributions
• Percentile estimators in location-scale parameter families under absolute loss
• Estimating quantiles with Linex loss function. Applications to VaR estimation

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