Empirical Bayes estimation of coefficient of variation in shifted exponential distributions

DOI10.1080/10485250802587992zbMath1158.62008OpenAlexW2034775689MaRDI QIDQ3619664

Ta Chen Liang

Publication date: 8 April 2009

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250802587992

zbMATH Keywords

rate of convergenceasymptotic optimalityregretcoefficient of variationshifted exponential distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• On interval estimation of the coefficient of variation for the three-parameter Weibull, lognormal and gamma distribution: a simulation-based approach
• An improved empirical Bayes test for positive exponential families
• On an improved empirical Bayes estimator for positive exponential families

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