Minimax estimation of the scale parameter in a transtormed Chi-Square family under squared log error and MLINEX loss functions

This paper is concerned with the problem of finding the minimax estimators of the scale parameter in a family of transformed chi-square distribution, under asymmetric squared log error (SLE) and modified linear exponential (MLINEX) loss functions, using the Lehman Theorem (1983). Also, we show that the results of Podder et al. (2004) for Pareto distribution are a special case of our results for this family of distribution.

Keywords:

Minimaxity , MLINEX loss , Squared log error loss , Transformed chi-square distribution.