Minimax estimation of the parameter of a negative binomial distribution

DOI10.1134/S0005117921120158zbMath1493.62634OpenAlexW4210456344MaRDI QIDQ2668472

M. A. Syrova, V. V. Morozov

Publication date: 4 March 2022

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117921120158

zbMATH Keywords

negative binomial distributionhypergeometric functionBayes estimateminimax estimatestatistical game

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Applications of statistics (62P99) Probabilistic games; gambling (91A60)

Cites Work

• Minimax estimation of a variance
• General hypergeometric systems of equations and series of hypergeometric type
• Bias‐Corrected Maximum Likelihood Estimator of the Negative Binomial Dispersion Parameter
• Some Problems in Minimax Point Estimation
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