Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
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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
- Parametric Stein operators and variance bounds
- Stein estimation -- a review
- Bayesian shrinkage estimation for stratified count data
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance
- Some limitation on stein's phenomenon
- 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
- Proper Bayes minimax estimation of parameters of Poisson distributions in the presence of unbalanced sample sizes
- Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments
- 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
- Simultaneous estimation of parameters under entropy loss
- Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples
- Bayesian shrinkage estimation of negative multinomial parameter vectors
- Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models
- New types of shrinkage estimators of Poisson means under the normalized squared error loss
- 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
- Simultaneous estimation of negative binomial dispersion parameters
- Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments
- 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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