Estimation of the location parameter under LINEX loss function: multivariate case |
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Authors: | M Arashi S M M Tabatabaey |
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Institution: | 1. Faculty of Mathematics, Shahrood University of Technology, P.O. Box 316, 3619995161, Shahrood, Iran 2. Department of Statistics, School of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran
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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, ${\beta\in\Re^r}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, b ? ?r{\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). |
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