Shrinkage estimator for scale parameter of gamma distribution

DOI10.1080/03610918.2019.1705976zbMath1487.62011OpenAlexW2999701797WikidataQ126377787 ScholiaQ126377787MaRDI QIDQ5866142

Shubham Gupta, Gajendra K. Vishwakarma

Publication date: 13 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1705976

zbMATH Keywords

shrinkage estimatorgamma distributionscale parameterminimum variance unbiased estimatorminimum mean square error

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

Shrinkage estimation for square of location parameter of the exponential distribution with known coefficient of variation ⋮ Shrinkage estimation of location parameter for uniform distribution based on k-record values ⋮ Shrinkage estimation of θα in gamma density G(1/θ, p) using prior information

Cites Work

• Two Different Shrinkage Estimator Classes for the Shape Parameter of Classical Pareto Distribution
• A class of shrinkage estimators for the scale parameter of the exponential distribution
• Shrinkage estimation of location parameters in a multivariate skew-normal distribution
• Admissibility for Estimation with Quadratic Loss
• The Utilization of a Known Coefficient of Variation in the Estimation Procedure
• Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations

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