Bayes and stein estimation under asymmetric loss functions:a numerical risk comparison

DOI10.1080/03610919708813367MaRDI QIDQ4387645zbMATH OpenOpenAlexFDO

Authors Mohamed T. Madi

Publication date 16 November 1998

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919708813367

zbMATH Keywords

tablesrobustnessscale parameterrisk reduction

Mathematics Subject Classification ID

Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• Alternative estimators for the scale parameter of the exponential distribution with unknown location
• Alternative estimators for the variance of several normal populations
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Bayesian approach to life testing and reliability estimation using asymmetric loss function
• Bayesian estimation of mean and square of mean of normal distribution using linex loss function
• ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
• Estimating the scale parameter of the exponential distribution with unknown location
• Estimation of the binomial parameter_nusing a linex loss function
• Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters
• Improving on equivariant estimators
• Inadmissibility of the Usual Scale Estimate for a Shifted Exponential Distribution
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Life Testing and Reliability Estimation for the Two Parameter Exponential Distribution
• Risk behavior of variance estimators in multivariate normal distribution
• The Bayesian Predictive Distribution in Life Testing Models

Cited in

(2)

• On estimating the mean of the selected normal population in two-stage adaptive designs
• On the comparative performance of Bayesian and classical point estimators under asymmetric loss

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