Minimum risk point estimation (MRPE) of the mean in an exponential distribution under powered absolute error loss (PAEL) due to estimation plus cost of sampling

2020 ◽  
Vol 39 (2) ◽  
pp. 241-268
Author(s):  
Nitis Mukhopadhyay ◽  
Yakov Khariton
Keyword(s):  
Exponential Distribution ◽  
Absolute Error ◽  
Point Estimation ◽  
Minimum Risk ◽  
Error Loss ◽  
The Mean

On Sequential Procedures for the Point Estimation of the Mean Vector

1988 ◽  
Vol 37 (1-2) ◽  
pp. 47-54 ◽  
Author(s):  
R. Karan Singh ◽  
Ajit Chaturvedi
Keyword(s):  
Normal Population ◽  
Stopping Time ◽  
Point Estimation ◽  
Multivariate Normal ◽  
Minimum Risk ◽  
Sequential Procedures ◽  
Multivariate Normal Population ◽  
Bounded Risk ◽  
The Mean ◽  
Mean Vector

Sequential procedures are proposed for (a) the minimum risk point estimation and (b) the bounded risk point estimation of the mean vector of a multivariate normal population . Second-order approximations are derived. For the problem (b), a lower bound for the number of additional observations (after stopping time) is obtained which ensures “ exact” boundedness of the risk associated witb the sequential procedure.

scholarly journals On predictive density estimation for location families under integrated absolute error loss

Bernoulli ◽  
2017 ◽  
Vol 23 (4B) ◽  
pp. 3197-3212 ◽  
Author(s):  
Tatsuya Kubokawa ◽  
Éric Marchand ◽  
William E. Strawderman
Keyword(s):  
Density Estimation ◽  
Absolute Error ◽  
Predictive Density ◽  
Error Loss
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