Admissibility and inadmissibility of estimators in the one-parameter exponential family

DOI10.1080/02331888508801862zbMath0583.62009OpenAlexW2020687452MaRDI QIDQ3706315

Kurt Hoffmann

Publication date: 1985

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888508801862

zbMATH Keywords

sufficient conditionquadratic lossgeneralized Bayes estimatorsimproved estimatorsone-parameter exponential familyrational estimator

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)

Related Items (5)

Sufficient conditions for the admissibility under the LINEX loss function in non-regular case ⋮ Gamma-admissibility of estimators in the one-parameter exponential family ⋮ Admissibility in non-regular family under squared-log error loss ⋮ Sufficient Conditions for the Admissibility Under LINEX Loss Function in Regular Case ⋮ A general class of nonlinear admissible estimators in the one-parameter exponential case

Cites Work

• Unnamed Item
• A necessary condition for admissibility
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• A class of nonlinear admissible estimators in the one-parameter exponential family
• Admissible and minimax multiparameter estimation in exponential families
• Estimation of the mean of a multivariate normal distribution
• Admissibility of linear estimators in the one parameter exponential family
• A natural identity for exponential families with applications in multiparameter estimation
• Counterexample - An inadmissible estimator which is generalized Bayes for a prior with light tails
• Generalized Bayes Solutions in Estimation Problems
• Admissibility for Estimation with Quadratic Loss
• On the Admissibility of Linear Estimates for Estimating the Mean of Distributions of the One Parameter Exponential Family^*
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
• Admissibility of Estimators of the Mean Vector of a Multivariate Normal Distribution with Quadratic Loss

This page was built for publication: Admissibility and inadmissibility of estimators in the one-parameter exponential family