A note on the admissibility of relative to the linex loss function

SM Sadooghi-Alvandi… - … in Statistics-Theory and …, 1989 - Taylor & Francis
SM Sadooghi-Alvandi, N Nematollahi
Communications in Statistics-Theory and Methods, 1989Taylor & Francis
The purpose of this note is to give a correct proof of a result in Rojo (1987). Let 2 be the
mean of a random sample of size n from a normal 2 distribution with unknown mean 0 and
known variance o. Following earlier work by Zellner (1986), Rojo (1987) considered the
admissibility of the linear estimator c;+ d relative to Variants (1975) asymmetric LINEX loss
function
The purpose of this note is to give a correct proof of a result in Rojo (1987). Let 2 be the mean of a random sample of size n from a normal 2 distribution with unknown mean 0 and known variance o . Following earlier work by Zellner (1986), Rojo (1987) considered the admissibility of the linear estimator c; + d relative to Variants (1975) asymmetric LINEX loss function
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