A note on the admissibility of relative to the linex loss function

Abstract

The purpose of this note is to give a correct proof of a result in Rojo (1987). Let 2 be the mean of a random sample of size n from a normal 2 distribution with unknown mean 0 and known variance o . Following earlier work by Zellner (1986), Rojo (1987) considered the admissibility of the linear estimator c; + d relative to Variants (1975) asymmetric LINEX loss function

References

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	Year	Citations
Bayesian Estimation and Prediction Using Asymmetric Loss Functions Arnold Zellner Journal of the American Statistical Association Bayesian StatisticBayesian StatisticsEngineeringAlternative EstimatorsEstimation Statistic	1986	857
Bayesian Estimation and Prediction Using Asymmetric Loss Functions Arnold Zellner Journal of the American Statistical Association Bayesian StatisticBayesian StatisticsEngineeringRobust StatisticEstimation Statistic	1986	205
Studies in Bayesian Econometrics and Statistics (In Honor of Leonard J. Savage) J. E. J., Stephen E. Fienberg, Arnold Zellner Technometrics Econometric ModelBayesian StatisticsEconomicsBayesian StatisticBusiness	1975	162
On the admissibility of c[Xbar] + d with respect to the linex loss function Javier Roio Communication in Statistics- Theory and Methods Mean θLarge DeviationsEngineeringLinex Loss FunctionRandom Sample	1987	55

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