Simultaneous estimation in the multiparameter gamma distribution under weighted quadratic losses

DOI10.1214/aos/1176349850zbMath0602.62011OpenAlexW2008251604MaRDI QIDQ1081993

Anirban DasGupta

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349850

zbMATH Keywords

empirical Bayesdifferential inequalityinadmissibilitylinear estimatessquared-error lossStein effectrisk improvementimproved estimators for the scale parameterssimultaneous estimation in the multiparameter gamma distributionweighted quadratic losses

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (15)

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