Estimation of a Gamma Scale Parameter Under Asymmetric Squared Log Error Loss

DOI10.1081/STA-200056843MaRDI QIDQ4681070zbMATH OpenFDO

Authors

Publication date 14 June 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/STA-200056843

zbMATH Keywords

admissible estimatorBayes estimatordigamma functiongamma distributioninadmissibilityscale parameter

Mathematics Subject Classification ID

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

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Cites work

• Estimation of scale parameter under entropy loss function
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• On Minimax Statistical Decision Procedures and their Admissibility
• THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM

Cited in

(6)

• On weakly equivariant estimators
• Optimal rules and robust Bayes estimation of a gamma scale parameter
• An admissible minimax estimator of a lower-bounded scale parameter under squared-log error loss function
• scientific article; zbMATH DE number 679515 (Why is no real title available?)
• Estimation of parameters of inverse Weibull distribution and application to multi-component stress-strength model
• Robust Bayesian prediction and estimation under a squared log error loss function

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