Abstract
Tsionas [Ann Oper Res 323:229–245, 2023] considered parameter estimation under linex and double-linex loss functions. He was not able to provide details for the double-linex loss function because of not being able to derive a closed form. In this note, we show that a closed form can be derived. Further, we give details of estimation using the double-linex loss function by the method of maximum likelihood and Bayesian method.
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Nadarajah, S. On parameter estimation using double-linex loss function. Ann Oper Res 332, 1–9 (2024). https://doi.org/10.1007/s10479-023-05730-7
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DOI: https://doi.org/10.1007/s10479-023-05730-7