Gamma-admissibility of generalized Bayes estimators under LINEX loss function in a non-regular family of distributions

Sh. Moradi Zahraie

Research Article

Gamma-admissibility of generalized Bayes estimators under LINEX loss function in a non-regular family of distributions

Year 2015, Volume: 44 Issue: 5, 1283 - 1291, 01.10.2015

Abstract

Consider an estimation problem in a non-regular family of distributions under the LINEX loss function. Reviewing the admissibility of estimators under a vague prior information leads to the concept of gamma-admissibility. The purpose of this article is to give a sufficient conditions for a generalized Bayes estimator of a parametric function to be gamma-admissible. Some examples are given.

Keywords

Gamma-admissibility, Generalized Bayes estimator, LINEX loss function, Non-regular distribution, Vague prior information

References

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Year 2015, Volume: 44 Issue: 5, 1283 - 1291, 01.10.2015

Sh. Moradi Zahraie

Abstract

References

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There are 1 citations in total.

Details

Primary Language	English
Subjects	Statistics
Journal Section	Statistics
Authors	Sh. Moradi Zahraie This is me
Publication Date	October 1, 2015
Published in Issue	Year 2015 Volume: 44 Issue: 5

Cite

APA	Zahraie, S. M. (2015). Gamma-admissibility of generalized Bayes estimators under LINEX loss function in a non-regular family of distributions. Hacettepe Journal of Mathematics and Statistics, 44(5), 1283-1291.
AMA	Zahraie SM. Gamma-admissibility of generalized Bayes estimators under LINEX loss function in a non-regular family of distributions. Hacettepe Journal of Mathematics and Statistics. October 2015;44(5):1283-1291.
Chicago	Zahraie, Sh. Moradi. “Gamma-Admissibility of Generalized Bayes Estimators under LINEX Loss Function in a Non-Regular Family of Distributions”. Hacettepe Journal of Mathematics and Statistics 44, no. 5 (October 2015): 1283-91.
EndNote	Zahraie SM (October 1, 2015) Gamma-admissibility of generalized Bayes estimators under LINEX loss function in a non-regular family of distributions. Hacettepe Journal of Mathematics and Statistics 44 5 1283–1291.
IEEE	S. M. Zahraie, “Gamma-admissibility of generalized Bayes estimators under LINEX loss function in a non-regular family of distributions”, Hacettepe Journal of Mathematics and Statistics, vol. 44, no. 5, pp. 1283–1291, 2015.
ISNAD	Zahraie, Sh. Moradi. “Gamma-Admissibility of Generalized Bayes Estimators under LINEX Loss Function in a Non-Regular Family of Distributions”. Hacettepe Journal of Mathematics and Statistics 44/5 (October 2015), 1283-1291.
JAMA	Zahraie SM. Gamma-admissibility of generalized Bayes estimators under LINEX loss function in a non-regular family of distributions. Hacettepe Journal of Mathematics and Statistics. 2015;44:1283–1291.
MLA	Zahraie, Sh. Moradi. “Gamma-Admissibility of Generalized Bayes Estimators under LINEX Loss Function in a Non-Regular Family of Distributions”. Hacettepe Journal of Mathematics and Statistics, vol. 44, no. 5, 2015, pp. 1283-91.
Vancouver	Zahraie SM. Gamma-admissibility of generalized Bayes estimators under LINEX loss function in a non-regular family of distributions. Hacettepe Journal of Mathematics and Statistics. 2015;44(5):1283-91.