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Calcutta Statistical Association Bulletin

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Research article

First published online 2001-9

On The Admissibility of Pitman Type Estimator Under Linex Loss Function

Volume 51, Issue 3-4

https://doi.org/10.1177/0008068320010310

Abstract

In this paper the estimation of a Location parameter with an asymmetric Linex loss function is discussed. The admissibility of best location-invariant estimator under Linex loss, which we refer to it as Pitmantype estimator, is proved.

Keywords

Admissible estimator Best invariant estimator Linex loss Minimax estimator Pitman type estimator.

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