minimax estimation of the scale parameter in a family of transformed chi-square distributions under asymmetric squared log error and mlinex loss functions
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abstract
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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Journal title:
journal of sciences islamic republic of iranجلد ۱۷، شماره ۳، صفحات ۰-۰
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