Minimax Estimation of the Scale Parameter in a Family of Transformed Chi-Square Distributions under Asymmetric Squared Log Error and MLINEX Loss Functions

This paper is concerned with the problem of finding the minimax estimators of the scale parameter ? in a family of transformed chi-square distributions, under asymmetric squared log error (SLE) and modified linear exponential (MLINEX) loss functions, using the Lehmann Theorem [2]. Also we show that...

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Format: Article
Language:English
Published: University of Tehran 2006-09-01
Series:Journal of Sciences, Islamic Republic of Iran
Online Access:https://jsciences.ut.ac.ir/article_31766_8fca104b934c074aebced410daadf208.pdf
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description This paper is concerned with the problem of finding the minimax estimators of the scale parameter ? in a family of transformed chi-square distributions, under asymmetric squared log error (SLE) and modified linear exponential (MLINEX) loss functions, using the Lehmann Theorem [2]. Also we show that the results of Podder et al. [4] for Pareto distribution are a special case of our results for this family of distributions.
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institution OA Journals
issn 1016-1104
2345-6914
language English
publishDate 2006-09-01
publisher University of Tehran
record_format Article
series Journal of Sciences, Islamic Republic of Iran
spelling doaj-art-e8451ec82eae4f688363d9f361fd265c2025-08-20T02:25:51ZengUniversity of TehranJournal of Sciences, Islamic Republic of Iran1016-11042345-69142006-09-0117331766Minimax Estimation of the Scale Parameter in a Family of Transformed Chi-Square Distributions under Asymmetric Squared Log Error and MLINEX Loss FunctionsThis paper is concerned with the problem of finding the minimax estimators of the scale parameter ? in a family of transformed chi-square distributions, under asymmetric squared log error (SLE) and modified linear exponential (MLINEX) loss functions, using the Lehmann Theorem [2]. Also we show that the results of Podder et al. [4] for Pareto distribution are a special case of our results for this family of distributions.https://jsciences.ut.ac.ir/article_31766_8fca104b934c074aebced410daadf208.pdf
spellingShingle Minimax Estimation of the Scale Parameter in a Family of Transformed Chi-Square Distributions under Asymmetric Squared Log Error and MLINEX Loss Functions
Journal of Sciences, Islamic Republic of Iran
title Minimax Estimation of the Scale Parameter in a Family of Transformed Chi-Square Distributions under Asymmetric Squared Log Error and MLINEX Loss Functions
title_full Minimax Estimation of the Scale Parameter in a Family of Transformed Chi-Square Distributions under Asymmetric Squared Log Error and MLINEX Loss Functions
title_fullStr Minimax Estimation of the Scale Parameter in a Family of Transformed Chi-Square Distributions under Asymmetric Squared Log Error and MLINEX Loss Functions
title_full_unstemmed Minimax Estimation of the Scale Parameter in a Family of Transformed Chi-Square Distributions under Asymmetric Squared Log Error and MLINEX Loss Functions
title_short Minimax Estimation of the Scale Parameter in a Family of Transformed Chi-Square Distributions under Asymmetric Squared Log Error and MLINEX Loss Functions
title_sort minimax estimation of the scale parameter in a family of transformed chi square distributions under asymmetric squared log error and mlinex loss functions
url https://jsciences.ut.ac.ir/article_31766_8fca104b934c074aebced410daadf208.pdf