Multiparameter estimation for some multivariate discrete distributions with possibly dependent components (Q1073476)
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English | Multiparameter estimation for some multivariate discrete distributions with possibly dependent components |
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Multiparameter estimation for some multivariate discrete distributions with possibly dependent components (English)
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1986
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In multiparameter estimation for multivariate discrete distributions with infinite support, inadmissibility problems in situations where the multivariate probability distribution function is not a product of the one-dimensional marginal probability distribution functions have previously been unexplored. This paper examines the inadmissibility problem in some of these situations. Special attention is given to estimating the mean of a negative multinomial distribution. In estimating the mean vector, certain Clevenson-Zidek type estimators are shown to be uniformly better than the usual estimator under a large class of generally scaled squared loss functions. Some of the results are generalized to other multivariate discrete distributions and to situations where several independent negative multinomial distributions are considered.
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difference inequality
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dominate estimator
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dependence
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infinite support
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inadmissibility
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mean of a negative multinomial distribution
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Clevenson- Zidek type estimators
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squared loss functions
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multivariate discrete distributions
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