A note on finite population prediction under asymetric loss functions |
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Authors: | Heleno Bolfarine |
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Institution: | Universidade de S?o Paulo , Instituto de Matematica e Estatistica , Caixa Postal 20570, Agência Iguatemi, S?o Paulo, Brasil |
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Abstract: | The purpose of the present note is to derive optimal population total predictors relative to the Linex (Zellner, 1986) loss function under some well known superpopulation models. The risk function and Bayes risk are derived and compared with those of usual predictors. Minimax and and admissibility properties of some of the derived predictors are also investigated. |
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Keywords: | Bayesian approach Linex loss function ratio estimator two stage sampling |
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