Metrika, ( ISI ), Volume (72), No (1), Year (2010-5) , Pages (51-57)

Title : ( Estimation of the location parameter under LINEX loss function: multivariate case )

Authors: محمد آرشی , Mohammad Mehdi Tabatabaey Mashhadi ,

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Abstract

The Baysian estimation of the mean vector θ of a p-variate normal distribution under linear exponential (LINEX) loss function is studied when as a special restricted model, it is suspected that for a p × r known matrix Z the hypothesis θ = Zβ, β ∈ r may hold. In this area we show that the Bayes and empirical Bayes estimators dominate the unrestricted estimator (when nothing is known about the mean vector θ).

Keywords

Moment generating function · Empirical Bayes · LINEX loss function · Restricted model
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@article{paperid:1015991,
author = {محمد آرشی and Tabatabaey Mashhadi, Mohammad Mehdi},
title = {Estimation of the location parameter under LINEX loss function: multivariate case},
journal = {Metrika},
year = {2010},
volume = {72},
number = {1},
month = {May},
issn = {0026-1335},
pages = {51--57},
numpages = {6},
keywords = {Moment generating function · Empirical Bayes · LINEX loss function · Restricted model},
}

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%0 Journal Article
%T Estimation of the location parameter under LINEX loss function: multivariate case
%A محمد آرشی
%A Tabatabaey Mashhadi, Mohammad Mehdi
%J Metrika
%@ 0026-1335
%D 2010

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