Multistage Estimation Procedures with Bounded Risk for the Normal Mean Under LINEX Loss Function

DOI10.1080/07474940600596711zbMath1099.62092MaRDI QIDQ5478887

Yoshikazu Takada

Publication date: 13 July 2006

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940600596711

zbMATH Keywords

LINEX loss function; Two-stage procedure; Three-stage procedure; Bounded risk problem; Second-order asymptotics

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62L10: Sequential statistical analysis

62L12: Sequential estimation

Related Items

Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics, Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function, Optimal, nearly optimal and robust procedures for the exponential distribution with relative linear exponential loss, Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function, Some variants of adaptive sampling procedures and their applications, Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data, Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: Illustrations with infant mortality and bone marrow data, Bayes sequential estimation for a Poisson process under a LINEX loss function, On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss

Cites Work

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• TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule
• Sequential point estimation of normal mean under LINEX loss function.