Admissible and minimax multiparameter estimation in exponential families

DOI10.1016/0047-259X(80)90069-XzbMath0453.62007MaRDI QIDQ1149193

Ahmad Parsian, Malay Ghosh

Publication date: 1980

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

zbMATH Keywords

gammaexponential familiesnormalmean vectorminimum variance unbiased estimatorweighted squared error lossnatural parameter vectorsquared norm loss

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items

Admissibility and inadmissibility of estimators in the one-parameter exponential family ⋮ Simultaneous estimation of parameters under entropy loss ⋮ Improved estimation of a multinormal precision matrix ⋮ IMPROVED ESTIMATORS OF THE NATURAL PARAMETERS IN CONTINUOUS MULTIPARAMETER EXPONENTIAL FAMILIES ⋮ The superharmonic condition for simultaneous estimation of means in exponential familles ⋮ Admissible and minimax multiparameter estimation in exponential families ⋮ Bayes estimators of heterogeneity variance and \(T\)-systems ⋮ Minimax estimation of normal precisions via expansion estimators ⋮ Stein estimation -- a review ⋮ Construction of improved estimators in multiparameter estimation for continuous exponential families ⋮ Trimmed estimates in simultaneous estimation of parameters in exponential families ⋮ Estimation of location parameters of several exponential distributions ⋮ Simultaneous estimation of parameters in exponential families

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