Examples of estimation problems

DOI10.1007/BF02481042zbMath0512.62036OpenAlexW2039929299MaRDI QIDQ1050045

Jiunn Tzon Hwang

Publication date: 1982

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481042

zbMATH Keywords

loss functionPoisson distributionnormal distributiondifferential inequalitychi-square distributioncounter-exampledifference inequalityStein type estimatorsexamples of estimation problems

Mathematics Subject Classification ID

Multivariate analysis (62H99) Point estimation (62F10) Additive difference equations (39A10) Admissibility in statistical decision theory (62C15)

Cites Work

• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
• Counterexample - An inadmissible estimator which is generalized Bayes for a prior with light tails
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• On the Admissibility of Invariant Estimators of One or More Location Parameters
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