New biased estimators under the LINEX loss function

Akdeniz F.

STATISTICAL PAPERS, vol.45, no.2, pp.175-190, 2004 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 45 Issue: 2
  • Publication Date: 2004
  • Doi Number: 10.1007/bf02777222
  • Journal Name: STATISTICAL PAPERS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.175-190
  • Çukurova University Affiliated: No

Abstract

In this paper, using the asymmetric LINEX loss function we derive the risk function of the generalized Liu estimator and almost unbiased generalized Liu estimator. We also examine the risk performance of the feasible generalized Liu estimator and feasible almost unbiased generalized Liu estimator when the LINEX loss function is used.