Estimation of the location parameter under LINEX loss function: Multivariate case

DOI10.1007/s00184-009-0240-9zbMath1189.62093MaRDI QIDQ976957

J. Martínez

Publication date: 16 June 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0240-9

zbMATH Keywords

empirical Bayes; LINEX loss function; moment generating function; restricted model

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F30: Parametric inference under constraints

62F15: Bayesian inference

62C12: Empirical decision procedures; empirical Bayes procedures

Related Items

On Liu-type biased estimators in measurement error models, Estimation of order-restricted means of two normal populations under the LINEX loss function, Improving the estimators of the parameters of a probit regression model: a ridge regression approach, Improved ridge regression estimators for the logistic regression model, A paradoxical argument about domination, Preliminary test and Bayes Estimation of a Location Parameter Under Blinex Loss, On some ridge regression estimators: a nonparametric approach

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