On the admissibility of an estimator of a normal mean vector under a linex loss function |
| |
| Authors: | Ahmad Parsian |
| |
| Institution: | (1) Institute of Statistics and Operations Research, Victoria University of Wellington, P.O. Box 600, Wellington, New Zealand;(2) Present address: department of Mathematics and Statistics, Shiraz University, 71454 Shiraz, Iran |
| |
| Abstract: | For ap-variate normal mean with known variances, the model proposed by Zellner (1986,J. Amer. Statist. Assoc.,81, 446–451) is discussed in a slightly different framework. A generalized Bayes estimate is derived from a three-stage Bayes
point of view under the asymmetric loss function, and the admissibility of such estimators is proved. |
| |
| Keywords: | Admissible estimators empirical Bayes hierarchical Bayes analysis generalized Bayes LINEX loss three-stage Bayes estimators |
| 本文献已被 SpringerLink 等数据库收录！ |
|
