Estimation of the exponential mean time to failure under a weighted balanced loss function

DOI10.1007/S00362-006-0375-YMaRDI QIDQ949430zbMATH OpenOpenAlexFDO

Authors Akbar Asgharzadeh, N. Sanjari Farsipour

Publication date 21 October 2008

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-006-0375-y

zbMATH Keywords

admissibilitybalanced loss functionBayes estimatorBlyth's methodinadmissibility

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Bayesian inference (62F15) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

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Cites work

• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Estimation of a normal mean relative to balanced loss functions
• Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 63416 (Why is no real title available?)
• scientific article; zbMATH DE number 1202598 (Why is no real title available?)
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• On estimation with balanced loss functions
• On Minimax Statistical Decision Procedures and their Admissibility
• On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function
• On the admissibility of an estimator of a normal mean vector under a LINEX loss function
• Statistical decision theory and Bayesian analysis. 2nd ed
• The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
• Weighted balanced loss function and estimation of the mean time to failure

Cited in

(6)

• The balanced credibility estimators with correlation risk and inflation factor
• Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics
• Estimation of the mean time to failure relative to a class of loss functions
• A some times pool estimator of mean life under linex loss function¹
• Weighted balanced loss function and estimation of the mean time to failure
• Sequential estimation of a location parameter and powers of a scale parameter from delayed observations

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