New biased estimators under the LINEX loss function
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DOI: 10.1007/BF02777222
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References listed on IDEAS
- Michael Cain & Christian Janssen, 1995. "Real estate price prediction under asymmetric loss," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(3), pages 401-414, September.
- Kadiyala, Krishna, 1984. "A class of almost unbiased and efficient estimators of regression coefficients," Economics Letters, Elsevier, vol. 16(3-4), pages 293-296.
- Wan, Alan T. K. & Kurumai, Hiroko, 1999. "An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss," Statistics & Probability Letters, Elsevier, vol. 45(3), pages 253-259, November.
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Cited by:
- Luis Mendo, 2012. "Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(4), pages 656-675, December.
- Esra Akdeniz Duran & Fikri Akdeniz, 2012. "Efficiency of the modified jackknifed Liu-type estimator," Statistical Papers, Springer, vol. 53(2), pages 265-280, May.
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Keywords
LINEX loss function; Liu estimator; Relative efficiency; Ridge regression estimator; Risk function;All these keywords.
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