On truncation of multiparameter estimator in discrete exponential families

DOI10.1080/03610928308828443zbMath0528.62018OpenAlexW2057615919MaRDI QIDQ3308869

Dey, Dipak K.

Publication date: 1983

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928308828443

zbMATH Keywords

squared error losssimultaneous estimationminimum variance unbiased estimatordiscrete exponential familiesweighted squared error lossordered observationsmultiparameter estimationStein truncationtruncated version of shrinkage estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items (1)

Multiparameter estimation in truncated power series distributions under the stein's loss

Cites Work

• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Estimation of the mean of a multivariate normal distribution
• Selecting a minimax estimator of a multivariate normal mean
• A natural identity for exponential families with applications in multiparameter estimation
• Estimation of poisson means under weighted squared error loss
• Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function
• On the Admissible Estimators for Certain Fixed Sample Binomial Problems

This page was built for publication: On truncation of multiparameter estimator in discrete exponential families