Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter

DOI10.1016/j.jspi.2005.05.003zbMath1104.62004OpenAlexW1996186391MaRDI QIDQ2500643

Shaul K. Bar-Lev, Zinoviy Landsman

Publication date: 17 August 2006

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.05.003

zbMATH Keywords

natural exponential familyvariance functiongeneralized Bayes estimatorsecond-order minimaxityexponential dispersion modelTweedie class

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Related Items (3)

On the mean value parametrization of natural exponential families -- a revisited review ⋮ Second order minimax estimation of the mean ⋮ Intrinsic objective Bayesian estimation of the mean of the Tweedie family

Cites Work

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• La convergence des fonctions variance des familles exponentielles naturelles
• Exponential Dispersion Models and Extensions: A Review
• The student t-distribution of any degree of freedom is infinitely divisible
• On extreme stable laws and some applications
• Second-order minimax estimation of the mean value for exponential dispersion models

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