Admissible and minimax estimators of \(\lambda ^ r\) in the gamma distribution with truncated parameter space

DOI10.1007/BF01894769zbMath0611.62026MaRDI QIDQ1087266

Marek Kaluszka

Publication date: 1986

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176080

zbMATH Keywords

minimaxitygamma distributionnecessary and sufficient conditionPareto distributionsnormaladmissible estimatorslognormalgeneralized gammageneralized Laplacetruncated parameter space

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items (4)

Estimating the shape parameter of a Pareto distribution under restrictions ⋮ Admissible and Minimax Estimators of θ^rwith Truncated Parameter Space Under Squared-Log Error Loss Function ⋮ An admissible estimator for the \(r\)th power of a bounded scale parameter in a subclass of the exponential family under entropy loss function ⋮ Nonexponential Applications of a Global Cramèr-Rao Inequality

Cites Work

• On estimating the variance of a generalized Laplace distribution
• A class of nonlinear admissible estimators in the one-parameter exponential family
• Admissibility of linear estimators in the one parameter exponential family
• Estimation of the reciprocal of scale parameter of a gamma density
• Admissible and Minimax Estimates of Parameters in Truncated Spaces
• Admissibility for Estimation with Quadratic Loss
• Admissible estimators of λ′ in gamma distributtion with quadratic loss
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Admissible and minimax estimators of \(\lambda ^ r\) in the gamma distribution with truncated parameter space