論文

査読有り
2013年6月

Comparison of risks of estimators under the LINEX loss for a family of truncated distributions

STATISTICS
  • N. Ohyauchi

47
3
開始ページ
590
終了ページ
604
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1080/02331888.2011.605889
出版者・発行元
TAYLOR & FRANCIS LTD

In most cases, we use a symmetric loss such as the quadratic loss in a usual estimation problem. But, in the non-regular case when the regularity conditions do not necessarily hold, it seems to be more reasonable to choose an asymmetric loss than the symmetric one. In this paper, we consider the Bayes estimation under the linear exponential (LINEX) loss which is regarded as a typical example of asymmetric loss. We also compare the Bayes risks of estimators under the LINEX loss for a family of truncated distributions and a location parameter family of truncated distributions.

リンク情報
DOI
https://doi.org/10.1080/02331888.2011.605889
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000319335000010&DestApp=WOS_CPL
ID情報
  • DOI : 10.1080/02331888.2011.605889
  • ISSN : 0233-1888
  • Web of Science ID : WOS:000319335000010

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