Abstract
As the dual to the Bayes estimators with respect to the asymmetric LINEX loss, it is shown that the best LINEX-unbiased estimators dominate the corresponding UMVU estimators of the location parameter of a location family. It is proved that these estimators are minimax and generalized Bayes. Other optimal properties are also discussed.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 307-314 |
| Number of pages | 8 |
| Journal | Statistics and Risk Modeling |
| Volume | 13 |
| Issue number | 4 |
| DOIs | |
| State | Published - Apr 1995 |
Keywords
- best LINEX-unbiased estimator
- location families