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

DOI10.1007/S00184-009-0240-9MaRDI QIDQ976957zbMATH OpenOpenAlexFDO

Authors 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 Bayesmoment generating functionLINEX loss functionrestricted model

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12) Parametric inference under constraints (62F30)

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Cites work

• Empirical Bayes on vector observations: An extension of Stein's method
• Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis
• Estimation with quadratic loss.
• Multivariate empirical Bayes and estimation of covariance matrices
• Theory of Preliminary Test and Stein‐Type Estimation With Applications

Cited in

(10)

• A paradoxical argument about domination
• Estimation of a location parameter with a reflected normal loss function
• Improving the estimators of the parameters of a probit regression model: a ridge regression approach
• Estimation of order-restricted means of two normal populations under the LINEX loss function
• On Liu-type biased estimators in measurement error models
• scientific article; zbMATH DE number 5233733 (Why is no real title available?)
• Shrinkage estimator of regression model under asymmetric loss
• Improved ridge regression estimators for the logistic regression model
• Preliminary test and Bayes estimation of a location parameter under BLINEX loss
• On some ridge regression estimators: a nonparametric approach

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