Construction of improved estimators in multiparameter estimation for continuous exponential families

DOI10.1016/0047-259X(84)90006-XzbMath0536.62053OpenAlexW2031009306MaRDI QIDQ792046

Jiunn Tzon Hwang, Malay Ghosh, Kam-Wah Tsui

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(84)90006-x

zbMATH Keywords

gammadifferential operatordifferential inequalitymaximum likelihoodabsolutely continuousshrinkage estimatorsmultivariate normal distributionrisk functionDirichlet distributionsbest invariant estimatorarbitrary pointsconstruction of improved estimatorscontinuous exponential familiesdata based pointsdominating estimatorunified theory of simultaneous estimation

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (5)

Simultaneous estimation of parameters under entropy loss ⋮ IMPROVED ESTIMATORS OF THE NATURAL PARAMETERS IN CONTINUOUS MULTIPARAMETER EXPONENTIAL FAMILIES ⋮ Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases ⋮ Stein estimation -- a review ⋮ Trimmed estimates in simultaneous estimation of parameters in exponential families

Cites Work

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• Construction of improved estimators in multiparameter estimation for discrete exponential families
• 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
• A natural identity for exponential families with applications in multiparameter estimation

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