Simultaneous estimation of parameters under entropy loss

DOI10.1016/0378-3758(86)90108-4zbMath0609.62009OpenAlexW2020875674MaRDI QIDQ1086927

B. George

Publication date: 1987

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(86)90108-4

zbMATH Keywords

differential inequalitiesentropy lossinadmissibilityadmissibilitysimultaneous estimationgamma distributionsgeneralized Bayes estimatorsbest scale invariant estimatormean-vectorvector of reciprocals

Mathematics Subject Classification ID

Multivariate analysis (62H99) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

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Cites Work

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• Empirical Bayes estimation of the multivariate normal covariance matrix
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• Admissible and minimax multiparameter estimation in exponential families
• Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
• A natural identity for exponential families with applications in multiparameter estimation
• Admissiblity of procedures in two-dimensional location parameter problems
• The Admissibility of Pitman's Estimator of a Single Location Parameter
• Multiparameter estimation of discrete exponential distributions
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

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