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On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2004, 卷号: 119, 期号: 1, 页码: 17-22
作者:  Wan, ATK;  Zou, GH
收藏  |  浏览/下载:97/0  |  提交时间:2018/07/30
James-Stein estimator  positive-part rule  risk  quadratic loss  
Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure 期刊论文
JOURNAL OF ECONOMETRICS, 2003, 卷号: 114, 期号: 1, 页码: 165-196
作者:  Wan, ATK;  Zou, GH
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
entropy loss  first-order differentiable  Lebesgue integrable  linear restrictions  LINEX loss  quadratic loss  risk  variance homogeneity  
Minimax and Gamma-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted 期刊论文
STATISTICS & PROBABILITY LETTERS, 2000, 卷号: 50, 期号: 1, 页码: 23-32
作者:  Wan, ATK;  Zou, GH;  Lee, AH
收藏  |  浏览/下载:85/0  |  提交时间:2018/07/30
minimax estimator  Gamma-minimax estimator  LINEX loss function  restricted parameter space  least favorable prior  Poisson distribution