Comparison of risks of estimators under the LINEX loss for a family of truncated distributions
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Publication:5299501
DOI10.1080/02331888.2011.605889zbMath1327.62110MaRDI QIDQ5299501
Publication date: 25 June 2013
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2011.605889
LINEX loss; Bayes risk; posterior risk; truncated distribution; Pitman estimator; maximum likelihood estimator (MLE); (generalized) Bayes estimator
62F12: Asymptotic properties of parametric estimators
62F10: Point estimation
62F15: Bayesian inference
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Cites Work
- On an admissibility problem involving the moment generating function of the lognormal distribution
- Lower bounds for the variance in certain nonregular distributions
- Information inequalities for the Bayes risk for a family of non-regular distributions
- Unbiased Estimation: Functions of Location and Scale Parameters
- The Asymptotic Bound by the Kiefer-Type Information Inequality and Its Attainment
- An Overview of Asymptotic Properties of Estimators in Truncated Distributions
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