Performance of preliminary test estimator under linex loss function
Article
Article Title | Performance of preliminary test estimator under linex loss function |
---|---|
ERA Journal ID | 791 |
Article Category | Article |
Authors | Hoque, Zahirul (Author), Khan, Shahjahan (Author) and Wesolowski, Jacek (Author) |
Journal Title | Communications in Statistics: Theory and Methods |
Journal Citation | 38 (2), pp. 252-261 |
Number of Pages | 10 |
Year | 2009 |
Publisher | Taylor & Francis |
Place of Publication | London, United kingdom |
ISSN | 0361-0926 |
1532-415X | |
Digital Object Identifier (DOI) | https://doi.org/10.1080/03610920802192471 |
Web Address (URL) | http://www.tandf.co.uk/journals/titles/03610918.asp |
Abstract | This paper studies the performance of the unrestricted estimator (UE) and preliminary test estimator (PTE) of the slope parameter of simple linear regression model under linex loss function. The risk functions of both the UE and PTE are derived. The moment generating function (MGF) of the PTE is derived which turns out to be a component of the risk function. From the MGF the rst two moments of the PTE are obtained and found to be identical to that obtained by using a dierent approach in Khan et al. (2002). The performance of the PTE is compared with that of the UE by using the analytical and graphical as well as the numerical methods. |
Keywords | linex loss; non-sample prior information; unrestricted estimator; preliminary test estimator; risk function |
ANZSRC Field of Research 2020 | 490509. Statistical theory |
490506. Probability theory | |
Public Notes | File reproduced in accordance with the copyright policy of the publisher/author. |
Byline Affiliations | United Arab Emirates University, United Arab Emirates |
Department of Mathematics and Computing | |
Warsaw University of Technology, Poland |
https://research.usq.edu.au/item/9z8qv/performance-of-preliminary-test-estimator-under-linex-loss-function
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