BLINEX: A bounded asymmetric loss function with application to Bayesian estimation

Communications in Statistics - Theory and Methods

Volumn 30, Issue 1, 2001, Pages 147-153

  Wen, Daling ^a   Levy, Martin S ^b  

^a GE Capital Mortgage Insurance Corporation   (United States)

^b UNIVERSITY OF CINCINNATI   (United States)

Author keywords

Bayes estimate; Decision theory; LINEX; Normal likelihood; Posterior distribution; Symmetry

Indexed keywords

EID: 0034775832     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-100001564     Document Type: Article

References (7)

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3. Wen, D.; Levy, M.S. BLINEX: A Bounded Asymmetric Loss Function. QAOM Department Working Paper Series; University of Cincinnati, #1999-001, 1999; http://www.econqa.cba.uc.edu/∼levyms/papers/
4. Wen, D.; Levy, M.S. Bayesian Estimation Under the BLINEX Loss. QAOM Department Working Paper Series; University of Cincinnati, #1999-002. 1999; http://www.econqa.cba.uc.edu/∼levyms/papers/
5. Zellner, A. Bayesian Estimation and Prediction Using Asymmetric Loss Functions. J. Am. Statistical Assoc. 1986, 81 (394), 446-51.
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