On parameter estimation using double-linex loss function

Saralees Nadarajah ()
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Saralees Nadarajah: University of Manchester

Annals of Operations Research, 2024, vol. 332, issue 1, No 1, 9 pages

Abstract: 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.

Keywords: Closed form; Fox–Wright generalised hypergeometric function; Gamma function (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10479-023-05730-7

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