Shrinkage Testimators for the Shape Parameter of Pareto Distribution Using LINEX Loss Function

Some estimation procedures for the inverted exponential distribution

“…Several authors have studied the performances of the shrinkage estimators utilizing a point guess value. Few resents works related to the shrinkage are Pandey & Singh (2002), Shirke (2004), Singh and Saxena (2005), Prakash & Singh (2006), Singh et al (2007), Prakash et al (2008) and others in different context. The risk under the SELF and the GELF for the shrinkage estimatorˆ θ SH are obtained respectively as…”

Shrinkage estimation in exponential type-II censored data under LINEX loss

“…For small values of |c| , the LINEX loss function is almost symmetric and not far from squared error loss function. Pandey (1997), Parsian and Farsipour (1999), Singh, Gupta, and Upadhyay (2002), Misra and Meulen (2003), Ahmadi, Doostparast, and Parsian (2005), Xiao, Takada, and Shi (2005), Singh, Prakash, and Singh (2007) and others have used the LINEX loss function in the various estimation and prediction problems. Searls (1964) found a minimum mean square error estimator for the parameter θ in the exponential distribution as n n+1x under the class of lx.…”

Empirical Estimation Based On Progressive First Failure Censored Generalized Pareto Data

“…See Singh et al (2007) for more details. The Bayes estimation for the parameter θ under LLF is obtained by simplifying following equality…”

“…In such situation, the LINEX loss function (Varian (1975)) may provide useful results. Following Singh et al (2007), the modified version of the LINEX loss function (LLF) is defined for any estimateθ corresponding to the parameter θ as…”