Simultaneous estimation of parameters under entropy loss

DOI10.1016/0378-3758(86)90108-4zbMath0609.62009MaRDI QIDQ1086927

B. George

Publication date: 1987

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(86)90108-4

zbMATH Keywords

differential inequalities; entropy loss; inadmissibility; admissibility; simultaneous estimation; gamma distributions; generalized Bayes estimators; best scale invariant estimator; mean-vector; vector of reciprocals

Mathematics Subject Classification ID

62H99: Multivariate analysis

62F10: Point estimation

62C15: Admissibility in statistical decision theory

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