Admissible and minimax multiparameter estimation in exponential families
From MaRDI portal
Publication:1149193
DOI10.1016/0047-259X(80)90069-XzbMath0453.62007MaRDI QIDQ1149193
Publication date: 1980
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
gamma; exponential families; normal; mean vector; minimum variance unbiased estimator; weighted squared error loss; natural parameter vector; squared norm loss
62H99: Multivariate analysis
62H12: Estimation in multivariate analysis
62F10: Point estimation
62C20: Minimax procedures in statistical decision theory
62C15: Admissibility in statistical decision theory
Related Items
IMPROVED ESTIMATORS OF THE NATURAL PARAMETERS IN CONTINUOUS MULTIPARAMETER EXPONENTIAL FAMILIES, Construction of improved estimators in multiparameter estimation for continuous exponential families, Trimmed estimates in simultaneous estimation of parameters in exponential families, Simultaneous estimation of parameters in exponential families, Minimax estimation of normal precisions via expansion estimators, Simultaneous estimation of parameters under entropy loss, Improved estimation of a multinormal precision matrix, Admissible and minimax multiparameter estimation in exponential families, Stein estimation -- a review, Estimation of location parameters of several exponential distributions, Admissibility and inadmissibility of estimators in the one-parameter exponential family, The superharmonic condition for simultaneous estimation of means in exponential familles
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