Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
DOI10.1214/AOS/1176345876zbMATH Open0493.62008OpenAlexW2056501810MaRDI QIDQ1168655FDOQ1168655
Authors: Jiunn Tzon Hwang
Publication date: 1982
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345876
Poisson distributionnegative binomial distributiondifference inequalitiesuniform minimum variance unbiased estimatordiscrete exponential familiesweighted squared error loss functions
Point estimation (62F10) Additive difference equations (39A10) Difference equations (39A99) Admissibility in statistical decision theory (62C15)
Cited In (46)
- Simultaneous estimation of the hardy-weinberg proportions
- Simultaneous estimation of Poisson means in two-way contingency tables under normalized squared error loss
- On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities
- Bounded risk conditions in simultaneous estimation of independent Poisson means
- Stein estimation -- a review
- Parametric Stein operators and variance bounds
- Bayesian shrinkage estimation for stratified count data
- Some limitation on stein's phenomenon
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance
- The degrees of freedom of partly smooth regularizers
- Average worth estimation of the selected subset of Poisson populations
- Multivariate estimation of Poisson parameters
- Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases
- Estimation of multiple Poisson means: A compromise between maximum likelihood and empirical Bayes estimators
- Degrees of freedom for off-the-grid sparse estimation
- Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments
- Proper Bayes minimax estimation of parameters of Poisson distributions in the presence of unbalanced sample sizes
- Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility
- A note on estimation of a distribution function in a nonparametric set-up using Stein's shrinkage estimation technique
- Simultaneous estimation of parameters of Poisson distributions with unbalanced sample sizes
- A note on sequential estimation of the size of a population under a general loss function
- Moment identity for discrete random variable and its applications
- Admissibility of MLE for simultaneous estimation in negative binomial problems
- Least squares estimation without priors or supervision
- Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples
- Simultaneous estimation of parameters under entropy loss
- New types of shrinkage estimators of Poisson means under the normalized squared error loss
- Bayesian shrinkage estimation of negative multinomial parameter vectors
- Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models
- Compromise between generalized bayes and bayes estimators of poisson means under entropy loss
- Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
- Inference from Multinomial Data Based on a MLE-Dominance Criterion
- Examples of estimation problems
- Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments
- Simultaneous estimation of negative binomial dispersion parameters
- An empirical bayes estimate of multinomial probabilities
- On estmation of poisson lovits
- Simultaneous estimation of Poisson means of the selected subset
- Multiparameter estimation for some multivariate discrete distributions with possibly dependent components
- Simultaneous estimation of parameters in exponential families
- Single observation unbiased priors
- Trimmed estimates in simultaneous estimation of parameters in exponential families
- Multiparameter estimation in truncated power series distributions under the stein's loss
- Estimating the parameter of the population selected from discrete exponential family
- Bayes admissible estimation of the means in Poisson decomposable graphical models
- Expectation identity for the binomial distribution and its application in the calculations of high-order binomial moments
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