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

DOI10.1007/S00184-009-0240-9zbMATH Open1189.62093OpenAlexW1970844209MaRDI QIDQ976957FDOQ976957

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

Recommendations

• On the admissibility of an estimator of a normal mean vector under a LINEX loss function
• Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations
• Bayesian estimation of mean and square of mean of normal distribution using linex loss function
• Bayesian multivariate normal analysis under the extended reflected normal loss function
• Estimation of the location parameter of normal distributions under the Linex loss function

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)

Cites Work

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

Cited In (10)

• Preliminary test and Bayes estimation of a location parameter under BLINEX loss
• Improving the estimators of the parameters of a probit regression model: a ridge regression approach
• Shrinkage estimator of regression model under asymmetric loss
• Title not available (Why is that?)
• Improved ridge regression estimators for the logistic regression model
• On some ridge regression estimators: a nonparametric approach
• On Liu-type biased estimators in measurement error models
• Estimation of order-restricted means of two normal populations under the LINEX loss function
• Estimation of a location parameter with a reflected normal loss function
• A paradoxical argument about domination

This page was built for publication: Estimation of the location parameter under LINEX loss function: Multivariate case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q976957)