On the estimation of the shape parameter of the gamma distribution in second-order asymptotics

DOI10.1016/J.SPL.2011.09.002zbMath1229.62023OpenAlexW2026341523MaRDI QIDQ654460

Yoshiji Takagi

Publication date: 28 December 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.09.002

zbMATH Keywords

loss coefficientsecond-order admissibility

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10) Admissibility in statistical decision theory (62C15)

Related Items (6)

A note on estimation of a shape parameter in a Pareto distribution ⋮ On second-order admissibilities of the estimators of gamma shape vector ⋮ A note on comparison and improvement of estimators based on likelihood ⋮ Efficient closed-form maximum a posteriori estimators for the gamma distribution ⋮ On second-order improved estimation of a gamma scale parameter ⋮ On improved estimation under Weibull model

Cites Work

• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• Bounds for the maximum likelihood estimates in two-parameter Gamma distribution
• Universal admissibility in second order asymptotics
• On some properties of the gamma function
• On estimation of the shape parameter of the gamma distribution
• SECOND ORDER ASYMPTOTIC COMPARISON OF ESTIMATORS UNDER UNIVERSAL DOMINATION CRITERION
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the estimation of the shape parameter of the gamma distribution in second-order asymptotics