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Stein-type improved estimation of standard error under asymmetric LINEX loss function
Authors:Guohua Zou  Jie Zeng  Alan T.K. Wan  Zhong Guan
Affiliation:1. Academy of Mathematics and Systems Science, Chinese Academy of Sciences , Beijing, People's Republic of China;2. Department of Biostatistics and Computational Biology , University of Rochester , Rochester, New York, USA guohua_zou@urmc.rochester.edu;4. Academy of Mathematics and Systems Science, Chinese Academy of Sciences , Beijing, People's Republic of China;5. Department of Management Sciences , City University of Hong Kong , Kowloon, Hong Kong;6. Department of Mathematical Sciences , Indiana University South Bend , South Bend, Indiana, USA
Abstract:
Keywords:LINEX loss  minimum risk equivariant estimator  pre-test estimation  standard error  Stein-type improved estimator
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