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

DOI10.1080/03610919708813367zbMATH Open0900.62155OpenAlexW1975387731MaRDI QIDQ4387645FDOQ4387645

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

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zbMATH Keywords

tablesrobustnessscale parameterrisk reduction

Mathematics Subject Classification ID

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

Cites Work

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

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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