Search Results - subject:"Linex loss function"

LINEX Loss Functions with Applications to Determining the Optimum Process Parameters

Chang, Yen-chang; Hung, Wen-liang - In: Quality & Quantity: International Journal of Methodology 41 (2007) 2, pp. 291-301

Persistent link: https://www.econbiz.de/10009396708

Minimax confidence bound of the normal mean under an asymmetric loss function

Xiao, Yushan; Takada, Yoshikazu; Shi, Ningzhong - In: Annals of the Institute of Statistical Mathematics 57 (2005) 1, pp. 167-182

Persistent link: https://www.econbiz.de/10005395800

New biased estimators under the LINEX loss function

Akdeniz, Fikri - In: Statistical Papers 45 (2004) 2, pp. 175-190

Persistent link: https://www.econbiz.de/10008533765

On an admissibility problem involving the moment generating function of the lognormal distribution

Mohammadi, Leila - In: Metrika 57 (2003) 1, pp. 63-70

A new location invariant loss function is considered and the best invariant estimator of normal mean is obtained. This estimator is a function of the moment generating function of the lognormal distribution. The admissibility is studied of a class of linear estimators of the form cX + d, where X...

Persistent link: https://www.econbiz.de/10010995001

On estimating the mean of the selected normal population under the LINEX loss function

Misra, Neeraj; Meulen, Edward - In: Metrika 58 (2003) 2, pp. 173-183

Persistent link: https://www.econbiz.de/10005375903

Linex Unbiasedness in a Prediction Problem

Xiao, Yushan - In: Annals of the Institute of Statistical Mathematics 52 (2000) 4, pp. 712-721

Persistent link: https://www.econbiz.de/10005616369

Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations

Rodrigues, Josemar - In: TEST: An Official Journal of the Spanish Society of … 3 (1994) 2, pp. 237-246

Persistent link: https://www.econbiz.de/10005613282