Simultaneous estimation of parameters in exponential families (Q802240)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous estimation of parameters in exponential families |
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Simultaneous estimation of parameters in exponential families (English)
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1983
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The paper considers estimation of the natural parameter vector or the mean vector from independent distributions each belonging to the one- parameter discrete or absolutely continuous exponential family. The usual estimators (maximum likelihood, minimum variance unbiased or best invariant) are improved simultaneously under various weighted squared error losses.
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normal
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Poisson
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gamma
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negative binomial
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simultaneous estimation of parameters
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natural parameter vector
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mean vector
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exponential family
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maximum likelihood
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minimum variance unbiased
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best invariant
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weighted squared error losses
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