In this paper we intend to examine the application of Kullback-Leibler, Hellinger and LINEX loss function in Dynamic Linear Model using the real price of oil for 106 years of data from 1913 to 2018 concerning the asymmetric problem in filtering and forecasting. We use DLM form of the basic Hoteling Model under Quadratic loss function, Kullback-Leibler, Hellinger and LINEX trying to address the ...

In this study, we study the empirical Bayes estimation of the parameter of the exponential distribution. In the empirical Bayes procedure, we employ the non-parameter polynomial density estimator to the estimation of the unknown marginal probability density function, instead of estimating the unknown prior probability density function of the parameter. Empirical Bayes estimators are derived for...

The intelligent LINEX k-means clustering is a generalization of the k-means clustering so that the number of clusters and their related centroid can be determined while the LINEX loss function is considered as the dissimilarity measure. Therefore, the selection of the centers in each cluster is not randomly. Choosing the LINEX dissimilarity measure helps the researcher to overestimate or undere...

the improved estimator of the variance in the general linear model is presented under an asymmetric linex loss function.

The use of the Pareto distribution as a model for various socio-economic phenomena dates back to the late nineteenth century. In this paper, after some necessary preliminary results we deal with Bayes estimation of some of the parameters of interest under an asymmetric LINEX loss function, using suitable choice of priors when the scale parameter is known and unknown. Results of a Monte Carlo si...

The improved estimator of the variance in the general linear model is presented under an asymmetric linex loss function.

The use of the Pareto distribution as a model for various socio-economic phenomena dates back to the late nineteenth century. In this paper, after some necessary preliminary results we deal with Bayes estimation of some of the parameters of interest under an asymmetric LINEX loss function, using suitable choice of priors when the scale parameter is known and unknown. Results of a Monte C...

This paper considers estimation of normal mean ? when the variance is unknown, using the LINEX loss function. The unique Bayes estimate of ? is obtained when the precision parameter has an Inverse Gaussian prior density