Estimation of scale parameter under entropy loss function

DOI10.1016/0378-3758(95)00026-7zbMath0846.62021OpenAlexW1964899747MaRDI QIDQ1918222

Ahmad Parsian, Nader Nematollahi

Publication date: 5 September 1996

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(95)00026-7

zbMATH Keywords

linear estimatorsgamma distributionrisk unbiasednessentropy lossinadmissibilityrestrictionsscale parameterminimum risk scale-equivariant estimatorprinciples of invariance

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)

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