The superharmonic condition for simultaneous estimation of means in exponential familles

DOI10.2307/3315035zbMath0598.62062OpenAlexW2000956359MaRDI QIDQ3732758

Roger William Johnson, L. R. Haff

Publication date: 1986

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

Full work available at URL: https://doi.org/10.2307/3315035

zbMATH Keywords

exponential familiessuperharmonic functionsBayes estimatordominanceprior distributionquadratic lossmarginal densityStein-like estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Admissibility in statistical decision theory (62C15) Compound decision problems in statistical decision theory (62C25)

Related Items (5)

Simultaneous estimation of restricted means via the Gauss divergence theorem ⋮ Multiple-shrinkage estimators of means in exponential families ⋮ Modifying estimators of ordered positive parameters under the Stein loss ⋮ Robustified version of Stein's multivariate location estimation ⋮ Minimax estimation of normal precisions via expansion estimators

Cites Work

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• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Admissible and minimax multiparameter estimation in exponential families
• Estimation of the mean of a multivariate normal distribution
• A natural identity for exponential families with applications in multiparameter estimation
• Systems of Frequency Curves
• A New Exposition and Chart for the Pearson System of Frequency Curves

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