Abstract
In this paper, using the asymmetric LINEX loss function we derive the risk function of the generalized Liu estimator and almost unbiased generalized Liu estimator. We also examine the risk performance of the feasible generalized Liu estimator and feasible almost unbiased generalized Liu estimator when the LINEX loss function is used.
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Akdeniz, F. New biased estimators under the LINEX loss function. Statistical Papers 45, 175–190 (2004). https://doi.org/10.1007/BF02777222
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DOI: https://doi.org/10.1007/BF02777222