Two problems in the comparison of point estimates

DOI10.1007/BF01085121MaRDI QIDQ1102652zbMATH OpenFDO

Authors V. V. Chichagov, M. G. Shekhovtsova

Publication date 1988

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01085121

zbMATH Keywords

maximum likelihood estimatesmultidimensional Poisson distributionsnegative binomial distributionquadratic lossunbiased estimates

Mathematics Subject Classification ID

Point estimation (62F10)

Review text

We compare maximum likelihood and unbiased estimates with the help of a quadratic loss function. Such problems are considered for the negative binomial and multidimensional Poisson distributions.

Cites work

• Mean Square Errors of the Best Unbiased and Maximum Likelihood Estimators of Tail Probabilities in Normal Distributions
• Minimum Variance Unbiased and Maximum Likelihood Estimators of Reliability Functions for Systems in Series and in Parallel
• The Efficiencies in Small Samples of the Maximum Likelihood and Best Unbiased Estimators of Reliability Functions
• Unbiased Sequential Estimation for Binomial Populations

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