ON THE ADMISSIBILITY AND INADMISSIBILITY OF ESTIMATORS OF SCALE-PARAMETERS USING AN ASYMMETRIC LOSS FUNCTION

被引：18

作者：

PARSIAN, A ^{[1
]}

FARSIPOUR, NS ^{[1
]}

机构：

[1] SHIRAZ UNIV,DEPT STAT,SHIRAZ 71454,IRAN

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1993年 / 22卷 / 10期

关键词：

ADMISSIBILITY; ASYMMETRIC LOSS FUNCTION; BAYES ESTIMATOR; BEST SCALE-INVARIANT ESTIMATOR; INADMISSIBILITY; LINEAR ESTIMATOR; SCALE PARAMETER;

D O I：

10.1080/03610929308831191

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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 parameters of interest are obtained and their admissibility conjectured in the absence of a nuisance parameter. The admissibility and inadmissibility of the linear functions of the form cY+d, where Y approximately lambdaGAMMA (n, 1), are studied.

引用

页码：2877 / 2901

页数：25

共 33 条

[1] ON MINIMAX STATISTICAL DECISION PROCEDURES AND THEIR ADMISSIBILITY [J].