Optimal, nearly optimal and robust procedures for the exponential distribution with relative linear exponential loss

DOI10.1080/02331888.2013.856911MaRDI QIDQ5263994zbMATHOpenAlexFDO

Authors Chia-Chen Yang, Leng-Cheng Hwang

Publication date 20 July 2015

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2013.856911

zbMATH Keywords

robustasymptotically optimalasymptotically pointwise optimaloptimal proceduredeterministic stopping rulerelative LINEX loss

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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Cites work

• A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function
• Asymmetric Penalized Prediction Using Adaptive Sampling Procedures
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference
• BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
• Bayes sequential estimation for one-parameter exponential family under asymmetric LINEX loss function
• Multistage Estimation Procedures with Bounded Risk for the Normal Mean Under LINEX Loss Function
• On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss
• Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule
• Sequential point estimation of normal mean under LINEX loss function.
• Stein-type improved estimation of standard error under asymmetric LINEX loss function
• Three-stage and accelerated sequential point estimation of the normal mean using LINEX loss function
• Use of asymmetric loss functions in sequential estimation problems for multiple linear regression

Cited in

(2)

• On optimum strategies for minimizing the exponential moments of a loss function
• Asymptotic non-deficiency of some procedures for a particular exponential family under relative LINEX loss

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