Semi tail upper bounds on the class of admissible estimators in discrete exponential families with applications to Poisson and negative binomial distributions

DOI10.1214/aos/1176345979zbMath0526.62005OpenAlexW1973557002MaRDI QIDQ594489

Jiunn Tzon Hwang

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345979

zbMATH Keywords

loss functionPoisson distributionnegative binomial distributioninadmissibilitydifference inequalitysimultaneous estimationdiscrete exponential familysemi tail upper boundsSTUB

Mathematics Subject Classification ID

Multivariate analysis (62H99) Point estimation (62F10) Additive difference equations (39A10) Admissibility in statistical decision theory (62C15)

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Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases ⋮ Bounded risk conditions in simultaneous estimation of independent Poisson means ⋮ Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility ⋮ Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)

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