On the Simultaneous Estimation of Scale Parameters

DOI10.2307/3314637zbMath0664.62007OpenAlexW2045415285MaRDI QIDQ3814539

Martin Bilodeau

Publication date: 1988

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

Full work available at URL: https://doi.org/10.2307/3314637

zbMATH Keywords

powerssimultaneous estimationbest multiple estimatormultiparameter gamma distributionsscale- parameterweighted quadratic loss functions

Mathematics Subject Classification ID

Multivariate analysis (62H99) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items

Estimation of scale parameters in mixture distributions ⋮ Minimax estimation of normal precisions via expansion estimators ⋮ Estimation of parameters and reliability from generalized life models

Cites Work

• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• On the Admissibility of Invariant Estimators of One or More Location Parameters