Admissibility under the LINEX loss function in non-regular case

• Tanaka Hidekazu

抄録

In the statistical estimation theory, sufficient conditions for admissibility of estimators have been discussed mostly under quadratic loss function. Recently, under the LINEX loss function, sufficient conditions were developed in some families of distributions. However, they do not include some typical non-regular distributions so that the dimension of the minimal sufficient statistic is two. The purpose of this paper is to give sufficient conditions for admissibility of estimators in such non-regular distributions under the LINEX loss function. Some examples are also given.

収録刊行物

• Scientiae Mathematicae Japonicae

  Scientiae Mathematicae Japonicae 75 (3), 351-358, 2012

  一般社団法人 国際数理科学協会

キーワード

• LINEX loss function
• admissibility
• non-regular distribution

詳細情報

• CRID: 1390845713076585856
• NII論文ID: 130007663508
• DOI: 10.32219/isms.75.3_351
• ISSN: 13460447
• 本文言語コード: en
• データソース種別:
  • JaLC
  • CiNii Articles
  • KAKEN
• 抄録ライセンスフラグ: 使用不可