Estimation of the location parameter under LINEX loss function: multivariate case
Tóm tắt
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,
$${\beta\in\Re^r}$$
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).
Tài liệu tham khảo
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