Bayes sequential estimation for a particular exponential family of distributions under LINEX loss
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DOI: 10.1007/s00184-010-0298-4
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References listed on IDEAS
- Jozani, Mohammad Jafari & Nematollahi, Nader & Shafie, Khalil, 2002. "An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 437-444, December.
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Cited by:
- Leng-Cheng Hwang & Chia-Chen Yang, 2015. "A robust two-stage procedure in Bayes sequential estimation of a particular exponential family," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(2), pages 145-159, February.
- Hwang, Leng-Cheng, 2018. "Second order optimal approximation in a particular exponential family under asymmetric LINEX loss," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 283-291.
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Keywords
AO rule; APO rule; Bayes sequential estimation; LINEX loss function; Transformed chi-square family of distributions; 62L12; 62F10; 62F15;All these keywords.
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Statistics
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