Linear estimators of a location parameter and canonical parameter estimators for a Poisson distribution

DOI10.1016/0378-3758(92)90037-SzbMath0753.62014OpenAlexW2083112639MaRDI QIDQ1193795

Andrew. L. Rukhin

Publication date: 27 September 1992

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(92)90037-s

zbMATH Keywords

Poisson distributionlocation parameterconjugate priorsinadmissibility of linear estimatorsinvariant convex lossnonconstant linear estimatorsrisk functions of Bayes estimators

Mathematics Subject Classification ID

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

Cites Work

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• A characterization of the multivariate normal distribution and some remarks on linear estimators
• Simultaneous estimation of Poisson means under entropy loss
• Admissibility of linear estimators in the one parameter exponential family
• Conjugate priors for exponential families
• On the admissibility of c[Xbar + d with respect to the linex loss function]
• Unbiased Estimators and Sufficient Statistics

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