On second-order improved estimation of a gamma scale parameter

DOI10.1080/02331888.2019.1624756zbMath1418.62070OpenAlexW2949338837WikidataQ127702036 ScholiaQ127702036MaRDI QIDQ5228859

Wooi Khai Lim, Nabendu Pal, Hidekazu Tanaka

Publication date: 13 August 2019

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2019.1624756

zbMATH Keywords

maximum likelihood estimatorsimultaneous estimationgamma scale parametersecond-order admissibility (inadmissibility)scaled quadratic loss function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Cites Work

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• The maximum likelihood estimators of the parameters of the gamma distribution are always positively biased
• Improved maximum likelihood estimators for the gamma distribution
• On improved estimation of a gamma shape parameter
• Admissibility for Estimation with Quadratic Loss

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