IMPROVED ESTIMATORS OF THE NATURAL PARAMETERS IN CONTINUOUS MULTIPARAMETER EXPONENTIAL FAMILIES

DOI10.1081/STA-120002431zbMath0991.62036MaRDI QIDQ4540701

In Hong Chang, Hoh Yoo Baek, Byung Hwee Kim

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

gammanormalquadratic lossgeneralized gammanatural parameter vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Partial differential inequalities and systems of partial differential inequalities (35R45) Admissibility in statistical decision theory (62C15)

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Cites Work

• A heuristic method for determining admissibility of estimators - with applications
• Construction of improved estimators in multiparameter estimation for continuous exponential families
• Estimators with nondecreasing risk: Application of a chi-squared identity
• 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
• Families of minimax estimators of the mean of a multivariate normal distribution
• A natural identity for exponential families with applications in multiparameter estimation
• On the Admissibility of Invariant Estimators of One or More Location Parameters

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