Testimator of the scale parameter of the exponential distribution using LINEX loss function
BN Pandey - Communications in statistics-theory and methods, 1997 - Taylor & Francis
The present paper investigates the properties of a testimator of scale of an exponential
distribution under Linex loss function. The risk function of testimator is derived and …
distribution under Linex loss function. The risk function of testimator is derived and …
Estimation under LINEX loss function
A Parsian, S Kirmani - Handbook of applied econometrics and …, 2002 - taylorfrancis.com
The classical decision theory approach to point estimation hinges on choice of the loss
function. If is the estimand, ðXÞ the estimator based on a random observable X, and Lð; d) …
function. If is the estimand, ðXÞ the estimator based on a random observable X, and Lð; d) …
Loss functions, utility functions and Bayesian sample size determination.
AFM Islam - 2011 - qmro.qmul.ac.uk
This thesis consists of two parts. The purpose of the first part of the research is to obtain
Bayesian sample size determination (SSD) using loss or utility function with a linear cost …
Bayesian sample size determination (SSD) using loss or utility function with a linear cost …
Generalized ridge regression estimators under the LINEX loss function
K Ohtani - Statistical Papers, 1995 - Springer
In this paper, we examine the risk performance of the generalized ridge regression (GRR)
and feasible GRR estimators when the LINEX loss function is used. A sufficient condition for …
and feasible GRR estimators when the LINEX loss function is used. A sufficient condition for …
On the admissibility of the linear estimators of the Poisson mean using LINEX loss functions
Estimation of the mean of a Poisson distribution using Varian's asymmetric Linex loss
functions is considered. The admissbility of the linear function of the sample mean is studied …
functions is considered. The admissbility of the linear function of the sample mean is studied …
Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
Various studies have considered the risk properties under quadratic loss, of estimators of the
scale parameter after a preliminary test for exact linear restrictions on the regression …
scale parameter after a preliminary test for exact linear restrictions on the regression …
On the minimaxity of Pitman type estimator under a LINEX loss function
A Parsian, N Sanjari Farsipour… - … in Statistics-Theory and …, 1992 - Taylor & Francis
Estimation of location parameter under the asymmetric LINEX loss function is considered
with restriction to the principle of invariance. An explicit form of best location-invariant …
with restriction to the principle of invariance. An explicit form of best location-invariant …
On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function
A Parsian, N Sanjari Farsipour - Communications in Statistics …, 1993 - Taylor & Francis
Estimation of the scale parameter in the Exponential and Normal families using asymmetric
modified LINEX loss function are considered. The best scale-invariant estimators of the …
modified LINEX loss function are considered. The best scale-invariant estimators of the …
Some aspects of Bayesian loss-robustness
UE Makov - Journal of statistical planning and inference, 1994 - Elsevier
Some aspects of Bayesian loss-robustness Page 1 Journal of Statistical Planning and Inference
38 (1994) 359-370 North-Holland 359 Some aspects of Bayesian loss-robustness Udi E …
38 (1994) 359-370 North-Holland 359 Some aspects of Bayesian loss-robustness Udi E …
Estimation of the binomial parameter n using a linex loss function
SM Sadooghi-Alvandi, A Parsian - Communications in statistics …, 1992 - Taylor & Francis
Suppose that X has a binomial distribution B (n, p), with known p and unknown n∈{0, 1,…}.
We consider estimation of n when the loss function is Varian's asymmetric LINEX loss …
We consider estimation of n when the loss function is Varian's asymmetric LINEX loss …