ADMISSIBILITY OF BAYES ESTIMATES UNDER BLINEX LOSS FOR THE NORMAL MEAN PROBLEM

DOI10.1081/STA-100001565zbMath1008.62510MaRDI QIDQ4541775

Daling Wen, Martin S. Levy

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

Related Items (4)

Algorithms for Fitting Blinex Loss Parameters ⋮ Unnamed Item ⋮ The equivalence of Bayes and robust Bayes estimators for various loss functions ⋮ On robust Bayesian estimation under some asymmetric and bounded loss function

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
• Estimation of the binomial parameter_nusing a linex loss function
• Bayes estimates under asymmetric loss
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Examples of the effcct of the loss function on the best equzvarlhnt estimator
• Bayes estimation of the binomial parameter n
• On the admissibility of c[Xbar + d with respect to the linex loss function]
• Bayes estimates under bounded loss
• PLU Robust Bayesian Decision Theory: Point Estimation
• Bayesian estimation of mean and square of mean of normal distribution using linex loss function
• The reflected normal loss function
• Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
• On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function

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