Decision‐Theoretic Estimation of the Product of Gamma Scales and Generalized Variance

DOI10.1177/0008068319900520zbMath0739.62009OpenAlexW2570702541MaRDI QIDQ3989530

Bimal Kumar Sinha, Andrew. L. Rukhin

Publication date: 28 June 1992

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319900520

zbMATH Keywords

squared error lossmultivariate normal random samplebest equivariant estimatorunknown meanmoment structuresample generalized varianceentropy loss functionsestimation problem of generalized varianceindependent gamma distributed variablesknown degrees of freedomproduct of scale parameters

Mathematics Subject Classification ID

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

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