Simultaneous estimation of parameters in exponential families

zbMath0553.62024MaRDI QIDQ802240

Richard Auer, Malay Ghosh

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

gammamaximum likelihoodexponential familynormalPoissonnegative binomialmean vectorbest invariantminimum variance unbiasednatural parameter vectorsimultaneous estimation of parametersweighted squared error losses

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (1)

Universal domination of stein-type estimators

Cites Work

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• 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
• Bayes minimax estimation of multiple Poisson parameters
• Estimation of the mean of a multivariate normal distribution
• Selecting a minimax estimator of a multivariate normal mean
• Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
• A natural identity for exponential families with applications in multiparameter estimation
• Estimation of a Multivariate Normal Mean with a Class of Quadratic Loss Function
• Simultaneous Estimation of the Means of Independent Poisson Laws
• Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters)
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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