On second-order improved estimation of a gamma scale parameter

DOI10.1080/02331888.2019.1624756MaRDI QIDQ5228859zbMATH OpenOpenAlexWikidataFDO

Authors Hidekazu Tanaka, Nabendu Pal, Wooi Khai Lim

Publication date 13 August 2019

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2019.1624756

zbMATH Keywords

gamma scale parametermaximum likelihood estimatorscaled quadratic loss functionsecond-order admissibility (inadmissibility)simultaneous estimation

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

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Cites work

• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• Admissibility for Estimation with Quadratic Loss
• An Analysis of Some Properties of Alternative Measures of Income Inequality Based on the Gamma Distribution Function
• Asymptotic optimality of the generalized Bayes estimator in multiparameter cases
• scientific article; zbMATH DE number 3935355 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Improved maximum likelihood estimators for the gamma distribution
• On estimation of the shape parameter of the gamma distribution
• On improved estimation of a gamma shape parameter
• On improved estimation under Weibull model
• On the estimation of the shape parameter of the gamma distribution in second-order asymptotics
• Testing Hypotheses about the Shape Parameter of a Gamma Distribution
• The conditional maximum likelihood estimator of the shape parameter in the gamma distribution
• The maximum likelihood estimators of the parameters of the gamma distribution are always positively biased

Cited in

(5)

• Improved estimation of the smallest scale parameter of gamma distributions
• Estimation of a scale second-order parameter related to the PORT methodology
• On improved estimation of a gamma shape parameter
• scientific article; zbMATH DE number 5274848 (Why is no real title available?)
• On the estimation of the shape parameter of the gamma distribution in second-order asymptotics

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