Shrinkage Testimation for the Variance of a Normal Distribution Under Asymmetric Loss Function

 

G. Prakash and B.N. Pandey (2007). Shrinkage Testimation for the Variance of a Normal Distribution Under Asymmetric Loss Function. Journal of Statistical Research, Vol. 41, No. 1, pp.  17-35.

 

Abstract

In present paper, some shrinkage testimators for the variance of a Normal distribution have been suggested under the invariant form of the LINEX loss function assuming initiate estimate of $ \sigma^2 $ is available in the form of a point estimate $ \sigma^2_0 $. The comparisons of the proposed testimators have been made with the improved estimator under the squared error loss and the LINEX loss criteria.

 

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