Optimal, nearly optimal and robust procedures for the exponential distribution with relative linear exponential loss
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Publication:5263994
DOI10.1080/02331888.2013.856911zbMath1396.62186OpenAlexW2083798384MaRDI QIDQ5263994
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
robustasymptotically pointwise optimalasymptotically optimaloptimal proceduredeterministic stopping rulerelative LINEX loss
Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12) Optimal stopping in statistics (62L15)
Cites Work
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- Stein-type improved estimation of standard error under asymmetric LINEX loss function
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- Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
- Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule
- Sequential point estimation of normal mean under LINEX loss function.
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